THE RELATIONSHIP BETWEEN RISK AND EXPECTED RETURNS WITH INCOMPLETE INFORMATION
Asset pricing theory generally assumes perfect markets and, therefore, asset pricing models disregard the possibility of information deficiency in stock price formation. Our study analyses if the quantity of information about an asset determines its return. More precisely, we want to know if there i...
Αποθηκεύτηκε σε:
| Εκδόθηκε σε: | Investigaciones Económicas |
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| Κύριοι συγγραφείς: | , , |
| Μορφή: | Artigo |
| Γλώσσα: | Inglês |
| Έκδοση: |
Fundación SEPI
2009
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| Θέματα: | |
| Διαθέσιμο Online: | https://www.redalyc.org/articulo.oa?id=17312887003 |
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