由交易者承诺报告信息预测的股票横截面收益
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Is There Smart Money? How Information in the Futures Market Gets Priced into the Cross-Section of Stock Returns with Delay
Steven Wei Ho; Alexandre R. Lauwers
Columbia University- Columbia University, Graduate School of Arts and Sciences, Department of Economics
University of Geneva- Graduate Institute of International and Development Studies
- University of Geneva - Graduate Institute, Geneva (IHEID)
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