Do asset prices reflect fundamentals? Freshly squeezed evidence from the OJ market

Journal of Financial Economics

Volumn 83, Issue 2, 2007, Pages 397-412

  Boudoukh, Jacob ^a,c   Richardson, Matthew ^b,c   Whitelaw, Robert F ^b,c  

^a INTERDISCIPLINARY CENTER HERZLIYA   (Israel)

^b NEW YORK UNIVERSITY   (United States)

^c NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^d Jeff)   (United States)

Author keywords

Excess volatility; Market efficiency; Nonlinearity; State dependence

Indexed keywords

EID: 33846510859     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2004.06.017     Document Type: Article

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