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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
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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
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Essays in finance
Carlin, Bruce Ian - 2007
Persistent link: https://www.econbiz.de/10009691370
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Optimal portfolio liquidation with distress risk
Brown, David B.; Carlin, Bruce Ian; Sousa Lobo, Miguel - In: Management science : journal of the Institute for … 56 (2010) 11, pp. 1997-2014
Persistent link: https://www.econbiz.de/10008748096
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Optimal portfolio liquidation with distress risk
Brown, David B.; Carlin, Bruce Ian; Lobo, Miguel Sousa - 2010 - Rev. vers. of 2009/57/DS
Persistent link: https://www.econbiz.de/10008808999
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Episodic liquidity crises : cooperative and predatory trading
Carlin, Bruce Ian (contributor); Lobo, Miguel (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003770568
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Episodic liquidity crises : cooperative and predatory trading
Carlin, Bruce Ian; Lobo, Miguel Sousa; Viswanathan, S. - In: The journal of finance : the journal of the American … 62 (2007) 5, pp. 2235-2274
Persistent link: https://www.econbiz.de/10003550023
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Disagreement and asset prices
Carlin, Bruce Ian; Longstaff, Francis A.; Matoba, Kyle - In: Journal of financial economics 114 (2014) 2, pp. 226-238
Persistent link: https://www.econbiz.de/10010532262
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Asset pricing with disagreement and uncertainty about the length of business cycles
Andrei, Daniel; Carlin, Bruce Ian; Hasler, Michael - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2900-2923
Persistent link: https://www.econbiz.de/10012039878
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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