Search results
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Title
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Is idiosyncratic asymmetry priced in commodity futures?
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Author
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Han, Yufeng, Zhu, Yifeng, Su, Zhi, Mo, Xuan
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Date Created
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2023
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Subjects--Topical
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Commodities futures, Probabilities
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Description
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In this article, we use a recently introduced asymmetry measure, IE, to measure the idiosyncratic asymmetry of commodity futures returns and find that idiosyncratic asymmetry negatively and significantly predicts commodity futures returns cross se...
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Title
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School quality as a catalyst for bidding wars and new housing development
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Author
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Smith, Patrick S., Liu, Crocker H.
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Date Created
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2023
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Subjects--Topical
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Real property, Real estate development--Economic aspects
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Description
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We provide new evidence of the demand for better schools as manifested in bidding wars and changes to the built environment. Using repeat sales before and after a redistricting, we exploit shocks to school quality arising from the continuous, unex...
