Information Markets and the Comovement of Asset Prices

Authors: Laura Veldkamp

Format: Journal Article

Publication Date: July 1, 2006

Journal: The Review of Economic Studies

Full Citation

Veldkamp, Laura. “Information Markets and the Comovement of Asset Prices.”

The Review of Economic Studies

vol. 73, no.

3

(July 01, 2006): 823-845.