NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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What Information Drives Asset Prices?

Anisha Ghosh, George M. Constantinides

NBER Working Paper No. 23689
Issued in August 2017

---- Acknowledgments ----

The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research. Constantinides received financial support from the Center for Research in Security Prices, the University of Chicago, as trustee/director of the DFA group of funds and SW7 Holdings and as member of the advisory board of FTSE Russell and the Cook County Illinois Investment Policy Committee.

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