The excess returns puzzle : interactions with information asymmetry variables
Year of publication: |
2015
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Authors: | Jain, Ajeet ; Strobl, Sascha |
Published in: |
The international journal of finance. - Marlton, NJ, ISSN 1041-2743, ZDB-ID 1057445-1. - Vol. 27.2015, 3, p. 334-352
|
Subject: | Liquidity | adverse selection | information asymmetry | volatility | Asymmetrische Information | Asymmetric information | Adverse Selektion | Adverse selection | Theorie | Theory | Volatilität | Volatility | Liquidität | Kapitaleinkommen | Capital income | Geld-Brief-Spanne | Bid-ask spread |
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