Alexandre R. Lauwers

University of Geneva - Graduate Institute, Geneva (IHEID)

Case postale 1672

Geneva, 1211

Switzerland

  • University of Geneva - Graduate Institute, Geneva (IHEID)

SCHOLARLY PAPERS

1

DOWNLOADS

548

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (1)

Actions:
Email selected abstracts
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
Number of pages: 79 Posted: 30 Nov 2017 Last Revised: 04 Jan 2021
Steven Wei Ho and Alexandre R. Lauwers
Columbia University, Graduate School of Arts and Sciences, Department of Economics and University of Geneva - Graduate Institute, Geneva (IHEID)
Downloads 548 (78,789)

Abstract:

Loading...

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