Video: Revisiting the Impact of Public Information on Equity Prices

Clara Vega - Senior Economist - Federal Reserve | February 24, 2014

Clara has studied the relationship between public news and equity price movements.

How much does firm-specific, public news explain daily equity price variation? What is the importance of firm-specific news in explaining asset price movements variations across firms, across time, and across news types?

Clara discusses possible theoretical explanations for the findings and proposes a new measure of firm's transparency and shows its relationship to the firm's cost of capital.

Presentation held at the RavenPack 2nd Annual Research Symposium, New York, February 24th 2014.

By providing your personal information and submitting your details, you acknowledge that you have read, understood, and agreed to our Privacy Statement and you accept our Terms and Conditions. We will handle your personal information in compliance with our Privacy Statement. You can exercise your rights of access, rectification, erasure, restriction of processing, data portability, and objection by emailing us at in accordance with the GDPRs. You also are agreeing to receive occasional updates and communications from RavenPack about resources, events, products, or services that may be of interest to you.

Data Insights

Read More