Marketwide Private Information in Stocks : Forecasting Currency Returns (Record no. 30251)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01241pab a2200193 454500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140923b0 xxu||||| |||| 00| 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | Welingkar Institute of Management Development & Research, Mumbai |
| Original cataloging agency | Welingkar Institute of Management Development & Research, Mumbai |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | ENG |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | |
| Item number | Alb |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Albuquerque Rui |
| 245 ## - TITLE STATEMENT | |
| Title | Marketwide Private Information in Stocks : Forecasting Currency Returns |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 5 |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | |
| Name of publisher, distributor, etc. | Oct 2008 |
| Date of publication, distribution, etc. | 0 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 2297-2343 Pp. |
| 490 ## - SERIES STATEMENT | |
| Volume/sequential designation | 63 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | We present a model of equity trading with informed and uninformed investors where informed investors trade on firm-specific and marketwide private information. The model is used to identify the component of order flow due to marketwide private information. Estimated trades driven by marketwide private information display little or no correlation with the first principal component in order flow. Indeed, we find that co-movement in order flow captures variation mostly in liquidity trades. Marketwide private information obtained from equity market data forecasts industry stock returns, and also currency returns. |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://192.168.6.13/libsuite/mm_files/Articles/AR10410.pdf">http://192.168.6.13/libsuite/mm_files/Articles/AR10410.pdf</a> |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) | |
| a | 30117 |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Date acquired | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Main Library | Main Library | 18/03/2009 | 0.00 | Alb | AR10410 | 23/09/2014 | 0.00 | 23/09/2014 | Articles |
