Thanh Huong Nguyen

University of Technology Sydney (UTS) - UTS Business School

Sydney

Australia

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What Moves Stock Prices? The Role of News, Noise, and Information

AFA Annual Meeting 2020, Forthcoming
Number of pages: 69 Posted: 29 Jan 2018 Last Revised: 13 Sep 2019
University of Utah - David Eccles School of Business, University of Technology Sydney (UTS) - UTS Business School, University of Technology Sydney (UTS) and The University of Sydney - Business School
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Abstract:

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variance decomposition, firm-specific information, market-wide information, stock return synchronicity