I analyze the price discovery process of gold by using high-frequency price series of three commonly traded gold investment products and find that first: modern markets disseminate new gold pricing information in less than one hundred milliseconds. My second finding is that gold future contracts...

Using corporate value statements of the top Fortune 300 firms for the year 2012, we examine relationships among the stated values of these companies, their industries, and their Corporate Social Responsibility (CSR) performance measures. We classify stated values into twenty-one broad...

We use tick-by-tick quote data for 39 liquid US stocks and options on them, and we focus on events when the two markets disagree about the stock price in the sense that the option-implied stock price obtained from the put-call parity relation is inconsistent with the actual stock price. Option...