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This paper explores the price rigidity in China using 259 monthly domestic and foreign macroeconomic time series. A factor-augmented vector autoregressive (FAVAR) model expanded with global components is employed. Four findings are obtained. First, the model shows that disaggregated price...
Persistent link: https://www.econbiz.de/10015262977
The paper studies the effects of new product rumors about the iPhone on the stock price of the Apple company. We scrape iPhone rumors from Macrumors.com, and obtain a dataset covering 1,264 articles containing 180 words on average bet-ween January 2002 and December 2015. Moreover, we construct a...
Persistent link: https://www.econbiz.de/10015262978