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"Verardo, Michela"

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Number of items: 6.

Verardo, Michela and Patton, Andrew J. (2016) Company news affects the way in which a stock’s returns co-move with those of other firms. LSE Business Review (10 Mar 2016) Blog Entry.

Patton, Andrew J. and Verardo, Michela (2012) Does beta move with news?: firm-specific information flows and learning about profitability. Review of Financial Studies, 25 (9). pp. 2789-2839. ISSN 0893-9454

Dasgupta, Amil, Prat, Andrea and Verardo, Michela (2011) Institutional trade persistence and long-term equity returns. The Journal of Finance, 66 (2). pp. 635-653. ISSN 0022-1082

Verardo, Michela (2009) Heterogenous beliefs and momentum profits. Journal of Financial and Quantitative Analysis, 44 (4). pp. 795-822. ISSN 0022-1090

Patton, Andrew J. and Verardo, Michela (2009) Does beta move with news?: Systematic risk and firm-specific information flows. Discussion paper, 630. Financial Markets Group, London School of Economics and Political Science, London, UK.

Dasgupta, Amil, Prat, Andrea and Verardo, Michela (2007) Institutional trade persistence and long-term equity returns. 6374. Centre for Economic Policy Research, London, UK.

This list was generated on Sun Apr 30 06:11:46 2017 BST.