Ambiguity effects on asset market equilibrium under two-tiered asymmetric information
Year of publication: |
2014
|
---|---|
Authors: | Hahn, Guangsug ; Kwon, Joon Yeop |
Published in: |
Korea and the world economy. - Seoul : [Verlag nicht ermittelbar], ISSN 2234-2346, ZDB-ID 2704224-8. - Vol. 15.2014, 2, p. 243-264
|
Subject: | ambiguity | two-tiered asymmetric information | rational expectations equilibrium | liquidity risk | price volatility | Asymmetrische Information | Asymmetric information | Rationale Erwartung | Rational expectations | Finanzmarkt | Financial market | CAPM | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Volatilität | Volatility | Gleichgewichtstheorie | Equilibrium theory | Gleichgewichtsmodell | Equilibrium model |
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