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Capital asset pricing model and conditional value at risk
Karapici, Valbona - In: Transformation in the light of theory and globalization …, (pp. 157-187). 2008
Persistent link: https://www.econbiz.de/10003773181
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Informed trading, information uncertainty, and price momentum
Chen, Yifan; Zhao, Huainan - In: Journal of banking & finance 36 (2012) 7, pp. 2095-2109
Persistent link: https://www.econbiz.de/10009629656
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Information uncertainties and asset pricing puzzles : risk or mispricing?
Li, Keming; Uddin, Mohammad Riaz; Diltz, J. David - In: Managerial finance 41 (2015) 12, pp. 1280-1297
Persistent link: https://www.econbiz.de/10011504176
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Risk aversion, uncertain information, and market efficiency
Brown, Keith C. - In: Journal of financial economics 2 (1988), pp. 355-385
Persistent link: https://www.econbiz.de/10001061823
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Information Uncertainties and Asset Pricing Puzzles : Risk or Mispricing?
Li, Keming - 2015
Prior research has documented the role of information uncertainty in the cross-sectional variation in stock returns …. Miller (1977) hypothesizes that if information uncertainty is caused by differences of opinion, prices will reflect only the …, Merton (1974) asserts that default risk is a function of the uncertainty in the asset value process. Information uncertainty …
Persistent link: https://www.econbiz.de/10013014736
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Information risk and cost of equity : the role of stock price crash risk
Saleem, Sana; Usman, Muhammad - In: Journal of Asian finance, economics and business : JAFEB 8 (2021) 1, pp. 623-635
Persistent link: https://www.econbiz.de/10012692399
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Learning from prices : information aggregation and accumulation in an asset price model
Berardi, Michele - 2020
Persistent link: https://www.econbiz.de/10012793402
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Information uncertainty and the pricing of liquidity
Kang, Wenjin; Li, Nan; Zhang, Huiping - In: Journal of empirical finance 54 (2019), pp. 77-96
Persistent link: https://www.econbiz.de/10012174817
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Trading heterogeneity under information uncertainty
He, Xue-zhong; Zheng, Huanhuan - In: Journal of economic behavior & organization : JEBO 130 (2016), pp. 64-80
Persistent link: https://www.econbiz.de/10011701856
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Culture and stock price reaction to private information
Todea, Anita - In: The review of economic and business studies : REBS 11 (2018) 1, pp. 117-130
Persistent link: https://www.econbiz.de/10012007271