Testing asymmetric-information asset pricing models
Year of publication: |
2012
|
---|---|
Authors: | Kelly, Bryan T. ; Ljungqvist, Alexander |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 25.2012, 5, p. 1366-1413
|
Subject: | CAPM | Portfolio-Management | Portfolio selection | Asymmetrische Information | Asymmetric information | Liquiditätspräferenz | Liquidity preference | Schätzung | Estimation | USA | United States | 2000-2008 |
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