Information markets and the comovement of asset prices

Review of Economic Studies

Volumn 73, Issue 3, 2006, Pages 823-845

  Veldkamp, Laura L ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMMODITY MARKET; COVARIANCE ANALYSIS; INFORMATION; PRICE DYNAMICS; TIME SERIES ANALYSIS;

EID: 33745869717     PISSN: 00346527     EISSN: 1467937X     Source Type: Journal    
DOI: 10.1111/j.1467-937X.2006.00397.x     Document Type: Article

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