price discovery

Showing 1-1 of 1 results
Creators: Andrea M. Buffa and Idan Hodor

This dataset, hosted on Mendeley Data, contains the replication data for the study “Institutional Investors, Heterogeneous Benchmarks and the Comovement of Asset Prices” (Buffa & Hodor, 2023, Journal of Financial Economics). It includes fund-level and stock-level data used to examine how institutional investors with heterogeneous benchmark indices, such as different index compositions, generate excess co-movement among asset prices, and the implications for price discovery and market efficiency.

Sign In

Register

Reset Password

Please enter your username or email address, you will receive a link to create a new password via email.