Title of article
Do asset prices reflect fundamentals? Freshly squeezed evidence from the OJ market
Author/Authors
Jacob Boudoukh، نويسنده , , Matthew Richardson، نويسنده , , YuQing (Jeff) Shen، نويسنده , , Robert F. Whitelaw، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
16
From page
397
To page
412
Keywords
Market efficiency , Nonlinearity , State dependence , Excess volatility
Journal title
Journal of Financial Economics
Serial Year
2007
Journal title
Journal of Financial Economics
Record number
257895
Link To Document