Indexing and the Incorporation of Exogenous Information Shocks to Stock Prices

Randall Morck and M. Deniz Yavuz

No 31975, NBER Working Papers from National Bureau of Economic Research, Inc

Abstract: Support from the National Science Foundation (SES-2343948) is gratefully acknowledged. The paper has benefited from comments and suggestions by seminar audiences at the 2024 SITE Workshop on Dynamic Games, Contracts, and Markets, Brown University, New York University, Northwestern University, NYUAD, Princeton University, Stanford University, and The University of Chicago. We also wish to thank Sandeep Baliga, Gary Cox, John Ferejohn, Emir Kamenica, Roger Myerson, and Andrea Prat for discussions and comments. We are responsible for any remaining shortcomings.

JEL-codes: G11 G14 (search for similar items in EconPapers)
Date: 2023-12
New Economics Papers: this item is included in nep-fdg and nep-fmk
Note: CF
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