Artigo

Título:
Marketwide Private Information in Stocks: Forecasting Currency Returns
Autores:
Rui Albuquerque (U Boston)
Eva de Francisco (U Towson)
Luis Marques (John Hopkins U, CEMPRE - U Porto/FEP)
Revista:
Journal of Finance
Ano:
2008
Volume:
63
Páginas:
2297-2343
Códigos JEL:
D82 - Asymmetric and Private Information
F31 - Foreign Exchange
F37 - International Finance Forecasting and Simulation
G14 - Information and Market Efficiency; Event Studies
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