Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Talis J. Putnins"'
Publikováno v:
The Review of Financial Studies. 35:4341-4386
We develop a return variance decomposition model to distinguish the roles of different types of information and noise in stock price movements. We disentangle four components: noise, private firm-specific information revealed through trading, firm-sp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6e98f8ab347d138cf94f6da718665e91
https://doi.org/10.1093/rfs/hhab137
https://doi.org/10.1093/rfs/hhab137
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::406d0514405c0b50be0f8eb70cf47b59
https://doi.org/10.2139/ssrn.4344830
https://doi.org/10.2139/ssrn.4344830
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9e0d44f226123c386003783a32359b7e
https://doi.org/10.2139/ssrn.4459924
https://doi.org/10.2139/ssrn.4459924
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f4ac49474fb35ce4dde6b3da64462c8a
https://doi.org/10.2139/ssrn.4184367
https://doi.org/10.2139/ssrn.4184367
Autor:
Marta Khomyn, Talis J. Putnins
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7379a2f213eff638cd790f43f96929ed
https://doi.org/10.2139/ssrn.4136093
https://doi.org/10.2139/ssrn.4136093
Autor:
Man Nguyen, Talis J. Putnins
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::579ab706cad620a4b69bb89d9ec7a17b
https://doi.org/10.2139/ssrn.4127953
https://doi.org/10.2139/ssrn.4127953
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::208d060a9b9e2b493ecad91019a45da3
https://doi.org/10.2139/ssrn.4296833
https://doi.org/10.2139/ssrn.4296833
Publikováno v:
Contributions to Management Science ISBN: 9783030871116
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::712cfba2ed54c19e30ec386e3963d817
https://hdl.handle.net/10453/154493
https://hdl.handle.net/10453/154493
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::209fc8d867b89e58a69d2915726427c4
https://doi.org/10.2139/ssrn.4013091
https://doi.org/10.2139/ssrn.4013091