Information Markets and the Comovement of Asset Prices
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Other versions of this item:
- Laura L. Veldkamp, 2006. "Information Markets and the Comovement of Asset Prices," Review of Economic Studies, Oxford University Press, vol. 73(3), pages 823-845.
- Laura Veldkamp, 2004. "Information Markets and the Comovement of Asset Prices," Working Papers 04-18, New York University, Leonard N. Stern School of Business, Department of Economics.
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Keywordscomovement; herding; information market;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-08-02 (All new papers)
- NEP-FMK-2004-08-02 (Financial Markets)
- NEP-MIC-2004-08-02 (Microeconomics)
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