Title:

Global Private Information in International Equity Markets

Authors:

Rui Albuquerque (Boston U)
Gregory Bauer (Bank of Canada)
Martin Schneider (Stanford U)

Journal:

Journal of Financial Economics

Year:

2009

Volume:

94

Pages:

18-46

JEL codes:

D82 - Asymmetric and Private Information
G14 - Information and Market Efficiency; Event Studies
G15 - International Financial Markets