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Asset Prices And Asset Quantities
Asset Quantities Prices
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2015/7/23
We propose an organizing framework that determines asset prices by equating household sector
asset demand derived from an economic model to the observed supply of assets provided by other
sectors. W...
Gone Fishin': Seasonality in Trading Activity and Asset Prices
Gone Fishin' Seasonality in Trading Activity Asset Prices
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2014/3/18
We use seasonality in stock trading activity associated with summer vacation as a source of exogenous variation to study the relationship between trading volume and expected return. Using data from 51...