Investor information, long-run risk, and the term structure of equity
Year of publication: |
2015
|
---|---|
Authors: | Croce, Mariano M. ; Lettau, Martin ; Ludvigson, Sydney C. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 28.2015, 3, p. 706-742
|
Subject: | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Cash Flow | Cash flow | Entscheidung unter Risiko | Decision under risk | Informationskosten | Information costs | CAPM | Theorie | Theory |
-
Investor information, long-run risk, and the duration of risky cash-flows
Croce, Mariano M., (2007)
-
A theory of asset pricing based on heterogeneous information
Albagli, Elias, (2011)
-
A theory of asset prices based on heterogeneous information
Albagli, Elias, (2013)
- More ...
-
Investor information, long-run risk, and the duration of risky cash-flows
Croce, Mariano M., (2007)
-
Investor Information, Long-Run Risk, and the Term Structure of Equity
Croce, Mariano M., (2007)
-
Long-run productivity risk : a new hope for production-based asset pricing?
Croce, Mariano M., (2014)
- More ...