Alexandre R. Lauwers

University of Geneva - Graduate Institute, Geneva (IHEID)

Case postale 1672

Geneva, 1211

Switzerland

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Scholarly Papers (1)

1.

Is There Smart Money? How Information in the Commodity Futures Market Is Priced into the Cross-Section of Stock Returns with Delay

AFA 2019 Atlanta Meetings Paper, Paris December 2018 Finance Meeting EUROFIDAI - AFFI, Accepted: Journal of Financial and Quantitative Analysis
Number of pages: 79 Posted: 30 Nov 2017 Last Revised: 26 Apr 2023
Steven Wei Ho and Alexandre R. Lauwers
University of Nevada, Las Vegas and University of Geneva - Graduate Institute, Geneva (IHEID)
Downloads 675 (70,160)
Citation 1

Abstract:

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Costly Information Processing, Commodity, Equity Return Predictability, Market Segmentation, Gradual Information Diffusion