The Role of Trading Volume in Asset Mispricing

Brown, Alasdair (Principal Investigator)

School of Economics

2 Article

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2018

Forecasting with social media: Evidence from tweets on soccer matches
Brown, A., Rambaccussing, D., Reade, J. J. & Rossi, G., Jul 2018, In: Economic Inquiry. 56, 3, p. 1748-1763 16 p.
Research output: Contribution to journal › Article › peer-review

Open Access
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28 Citations (Scopus)

17 Downloads (Pure)
2017

The role of speculative trade in market efficiency: Evidence from a betting exchange
Brown, A. & Yang, F., Mar 2017, In: Review of Finance. 21, 2, p. 583-603 21 p.
Research output: Contribution to journal › Article › peer-review

Open Access
File

7 Citations (Scopus)

22 Downloads (Pure)