Consistent Evidence on Duration Dependence of Price Changes.
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| Title: | Consistent Evidence on Duration Dependence of Price Changes. |
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| Authors: | Alvarez, Fernando1 (AUTHOR) f-alvarez1@uchicago.edu, Borovičková, Katarína2 (AUTHOR) Katarina.Borovickova@gmail.com, Shimer, Robert1 (AUTHOR) robert.shimer@gmail.com |
| Source: | American Economic Review. Oct2025, Vol. 115 Issue 10, p3322-3366. 45p. |
| Database: | Business Source Ultimate |
| ISSN: | 00028282 |
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| DOI: | 10.1257/aer.20211317 |
