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The Asset Pricing Implications of Plausible Deniability

Back, Kerry E.; Carlin, Bruce Ian; Kazempour, Seyed Mohammad - 2021

We derive the effect of plausible deniability on asset risk premia in a dynamic setting with correlated firm values, systematic risk, and risk-averse investors. Firms optimally exercise American disclosure options, which are more valuable due to the possibility that other correlated firms may...

Persistent link: https://www.econbiz.de/10013243558

The Asset Pricing Implications of Plausible Deniability

Back, Kerry E.; Carlin, Bruce Ian; Kazem Pour, Seyed … - 2022

We derive the effect of plausible deniability on asset risk premia in a dynamic setting with correlated firm values, systematic risk, and risk-averse investors. Firms optimally exercise American disclosure options, which are more valuable due to the possibility that other correlated firms may...

Persistent link: https://www.econbiz.de/10014237687

Essays in finance

Carlin, Bruce Ian - 2007

Persistent link: https://www.econbiz.de/10009691370

The Asset Pricing Implications of Plausible Deniability

Back, Kerry E.; Carlin, Bruce Ian; Kazempour, Seyed Mohammad - National Bureau of Economic Research - 2021

We derive the effect of plausible deniability on asset risk premia in a dynamic setting with correlated firm values, systematic risk, and risk-averse investors. Firms optimally exercise American disclosure options, which are more valuable due to the possibility that other correlated firms may...

Persistent link: https://www.econbiz.de/10012482566

The relative contributions of private information sharing and public information releases to information aggregation

Duffie, Darrell; Malamud, Semyon; Manso, Gustavo - 2009

Persistent link: https://www.econbiz.de/10003971102

Incentives to innovate and the decision to go public or private

Ferreira, Daniel Bernardo Soares; Manso, Gustavo; … - 2010

Persistent link: https://www.econbiz.de/10003958080

Information percolation

Duffie, Darrell; Giroux, Gaston; Manso, Gustavo - In: American economic journal : a journal of the American … 2 (2010) 1, pp. 100-111

Persistent link: https://www.econbiz.de/10003996258

The relative contributions of private information sharing and public information releases to information aggregation

Duffie, Darrell; Malamud, Semyon; Manso, Gustavo - 2009

Persistent link: https://www.econbiz.de/10009506982

Incentives to innovate and the decision to go public or private

Ferreira, Daniel Bernardo Soares; Manso, Gustavo; … - In: The review of financial studies 27 (2014) 1, pp. 256-300

Persistent link: https://www.econbiz.de/10010357219

The relative contributions of private information sharing and public information releases to information aggregation

Duffie, Darrell; Malamud, Semyon; Manso, Gustavo - In: Journal of economic theory 145 (2010) 4, pp. 1574-1601

Persistent link: https://www.econbiz.de/10008697455

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