Srinivasan Rangan

affiliation not provided to SSRN

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Scholarly Papers (1)

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The Pricing of Earnings in the Presence of Informed Trades: A Simple GMM Approach

IIM Bangalore Research Paper No. 607
Number of pages: 62 Posted: 27 Mar 2020
Yeshiva University, affiliation not provided to SSRN and Indian Institute of Management (IIMB), Bangalore
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Abstract:

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Foreign Institutional Investors, GMM, Institutional Trading, Kyle Model, Earnings Announcements