Papers

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Sentiment, Liquidity and Asset Prices

Brett Green , William Fuchs Vladimir Asriyan  

We study a dynamic market for durable assets, in which asset owners are privately informed about the quality of... Read More

Commodity Financialization and Information Transmission

Itay Goldstein , Liyan Yang  

We study how commodity financialization affects information transmission and aggre- gation in a commodity futures market. The trading of... Read More