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Tick data on the S&P 500 futures contract and newswire searches are used to match events to large five minute stock price changes. 58 events that led to large stock price changes are identified between 1982 and 1999, 41 of which are directly or indirectly related to monetary policy. Many large...
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The method in Fair and Shiller (1990) is used in this paper to compare the predictive information content of various college football ranking systems. The results show that a number of systems have useful independent information. Optimal weights for the systems are estimated, and the use of...
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