Asset Pricing and Asymmetric Information
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Cited by:
- Alexandre Ripamonti & Raphael Videira & Denis Ichimura, 2020. "Asymmetric information and daily stock prices in Brazil," Estudios Gerenciales, Universidad Icesi, vol. 36(157), pages 465-472, December.
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More about this item
Keywords
Asset pricing; rational valuation formula; asymmetric Information; Corwin-Schultz Bid-Ask spread estimator; Johansen-Fisher Panel Cointegration;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ORE-2019-12-16 (Operations Research)
- NEP-UPT-2019-12-16 (Utility Models and Prospect Theory)
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