Asset pricing under asymmetric information

This article investigates the impacts of asymmetric information within a Lucas (1978) asset pricing economy. Asymmetry enters via the assumption that one group of agents is equipped with superior information about the dividend process.(...)

MoreLess

Year of publication:	1999-09-01
Authors:	Haefke, Christian ; Sögner, Leopold
Publisher:	Institut für Informationsverarbeitung und -wirtschaft <Wien>
Subject:	Capital-Asset-Pricing-Modell \| Asymmetrische Information \| asmmetric informatin \| Projektionsverfahren \| projection method

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

More details

Extent:	282624 bytes 20 p. application/pdf
Series:	Wirtschaftsuniversität Wien - Forschungsbezogene elektronische Publikationen Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science ; 54
Type of publication:	Book / Working Paper
Language:	English
Classification:	C63 - Computational Techniques ; D82 - Asymmetric and Private Information ; G14 - Information and Market Efficiency; Event Studies ; Corporate finance and investment policy. General ; Procurement of capital. General ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005841722