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Published in 2021 at "Journal of Financial Markets"
DOI: 10.1016/j.finmar.2021.100620
Abstract: Abstract We document two important asset pricing implications of the data release process of US consumption growth. First, initial releases are more suitable for asset pricing than final revised releases. This is because most revisions…
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Keywords:
pricing data;
asset pricing;
consumption growth;
asset ... See more keywords