Liquidity and asset prices in rational expectations equilibrium with ambiguous information
Year of publication: |
2011
|
---|---|
Authors: | Ozsoylev, Han ; Werner, Jan |
Published in: |
Economic Theory. - Springer. - Vol. 48.2011, 2, p. 469-491
|
Publisher: |
Springer |
Subject: | Ambiguity | Asymmetric information | Liquidity | Rational expectations equilibrium |
-
Ambiguity effects on asset market equilibrium under two-tiered asymmetric information
Hahn, Guangsug, (2014)
-
Informational efficiency with ambiguous information
Condie, Scott, (2011)
-
Information and capital asset pricing
Li, Baibing, (2011)
- More ...
-
Liquidity and asset prices in rational expectations equilibrium with ambiguous information
Ozsoylev, Han, (2011)
-
Liquidity and asset prices in rational expectations equilibrium with ambiguous information
Ozsoylev, Han, (2011)
-
Liquidity and asset prices in rational expectations equilibrium with ambiguous information
Ozsoylev, Han N., (2011)
- More ...