Jeffrey YuQing Shen

JP Morgan Fleming Asset Management

522 Fifth Ave.

New York, NY 10036

United States

SCHOLARLY PAPERS

1

DOWNLOADS

287

SSRN CITATIONS
Rank 29,259

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Top 29,259

in Total Papers Citations

4

CROSSREF CITATIONS

20

Scholarly Papers (1)

Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the Oj Market

NYU-Stern, Finance Working Paper No. FIN-03-011
Number of pages: 54 Posted: 10 Jun 2003
Interdisciplinary Center (IDC) Herzliyah, New York University (NYU) - Department of Finance, JP Morgan Fleming Asset Management and New York University
Downloads 262 (121,857)

Abstract:

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excess volatility, nonlinear, state dependence

Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the Oj Market

NBER Working Paper No. w9515
Number of pages: 54 Posted: 26 Feb 2003 Last Revised: 31 Oct 2010
Interdisciplinary Center (IDC) Herzliyah, New York University (NYU) - Department of Finance, JP Morgan Fleming Asset Management and New York University
Downloads 25 (532,299)

Abstract:

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