Items where Author is "Nagel, Stefan"

Martin, Ian W.R. and Nagel, Stefan (2022) Market efficiency in the age of big data. Journal of Financial Economics, 145 (1). 154 - 177. ISSN 0304-405X

Hoopes, Jeffrey L., Langetieg, Patrick, Nagel, Stefan, Reck, Daniel ORCID: 0000-0002-5732-4706, Slemrod, Joel and Stuart, Bryan A. (2022) Who sells during a crash? Evidence from tax return data on daily sales of stock. Economic Journal, 132 (641). 299 - 325. ISSN 0013-0133