Testing asymmetric-information asset pricing models
Bryan Kelly and Alexander P. Ljungqvist
| Year of publication: |
2009
|
|---|---|
| Authors: | Kelly, Bryan ; Ljungqvist, Alexander |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | CAPM | Portfolio-Management | Portfolio selection | Asymmetrische Information | Asymmetric information | Liquiditätspräferenz | Liquidity preference | Schätzung | Estimation | USA | United States | 2000-2008 |
| Extent: | 42 S. |
|---|---|
| Series: | Discussion paper / Centre for Economic Policy Research. - London, ISSN 0265-8003, ZDB-ID 1442064-8. - Vol. 7180 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003814922