Eva de Francisco

Congressional Budget Office (CBO) - Macroeconomic Analysis Division

2nd and D Streets, SW

Washington, DC 18042

United States

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Scholarly Papers (1)

Marketwide Private Information in Stocks: Forecasting Currency Returns

Journal of Finance, Vol. 63, 2008
Number of pages: 67 Posted: 01 Mar 2006 Last Revised: 28 Dec 2014
Boston College, Carroll School of Management, Congressional Budget Office (CBO) - Macroeconomic Analysis Division and International Monetary Fund - Monetary and Capital Markets Department
Downloads 182 (174,340)

Abstract:

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Marketwide private information, firm-specific private information, order flow, principal components, currency returns, equity returns

Marketwide Private Information in Stocks: Forecasting Currency Returns

CEPR Discussion Paper No. 5604
Number of pages: 49 Posted: 05 Jul 2006
Boston College, Carroll School of Management, Congressional Budget Office (CBO) - Macroeconomic Analysis Division and International Monetary Fund - Monetary and Capital Markets Department
Downloads 15 (601,271)
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Abstract:

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Marketwide private information, firm-specific private information, order flow, principal components, currency returns, equity returns