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The impact of FOMC statements on the volatility of asset prices

✍ Scribed by Farka, Mira; Fleissig, Adrian R.

Book ID
126514987
Publisher
Taylor and Francis Group
Year
2013
Tongue
English
Weight
226 KB
Volume
45
Category
Article
ISSN
0003-6846

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Rate distortion theory and the volatilit
Rate distortion theory and the volatility of asset prices
✍ William D. O'Neill πŸ“‚ Article πŸ“… 1995 πŸ› Elsevier Science 🌐 English βš– 996 KB

A market with many traders clears at a single price. The intuition that such a market can be modeled as a multiple access channel with many source inputs and a single output is confirmed and supported by single stock trading data. If all stocks in an exchange with a price index are so traded, then t