Risk aversion, investor information and stock market volatility
Year of publication: |
2014
|
---|---|
Authors: | Lansing, Kevin J. ; LeRoy, Stephen F. |
Published in: |
European Economic Review. - Elsevier, ISSN 0014-2921. - Vol. 70.2014, C, p. 88-107
|
Publisher: |
Elsevier |
Subject: | Asset pricing | Excess volatility | Variance bounds | Risk aversion | Imperfect information |
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