Democratize Data For Insights

Replicate Brogaard Stock Volatility Decomposition

Produce the stock information content measures introduced by Brogaard et al. (2022, RFS)

Posted by Mengjie Xu on Tuesday, January 10, 2023

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My name is Mengjie Xu. I obtained my PhD from the Frankfurt School of Finance & Management in April 2024 and will join Duke University as an Assistant Professor in Accounting.