Democratize Data For Insights

Theory for the information-based decomposition of stock price

Theoretical techniques in variance decomposition method proposed by Brogaard et al. (2022, RFS)

Posted by Mengjie Xu on Monday, November 21, 2022

avatar

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.