Plausibly Exogenous [841] - Speculative Trading (05/08/2022)
LHS Variable
Management forecasts
RHS Variable
Speculative trading
Source of Exogenous Variation
Exogenous variation in speculative trading due to the reconstitution of the Russell 1000/2000 indices
- Dimitrov, Palia, and Xu (2020), “Disagreement, Speculation and Management Forecasts”