Intertemporal Asset Prices Under Asymmetric Information
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A Model Of Intertemporal Asset Prices Under Asymmetric Information Classic Reprint
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Author : Jiang Wang
language : en
Publisher: Forgotten Books
Release Date : 2018-02-23
A Model Of Intertemporal Asset Prices Under Asymmetric Information Classic Reprint written by Jiang Wang and has been published by Forgotten Books this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-02-23 with Business & Economics categories.
Excerpt from A Model of Intertemporal Asset Prices Under Asymmetric Information We explore the implications of our model for the behavior of stock prices, risk premia, price volatility, autocorrelation in stock returns and investors' trading strategies. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.
A Model Of Intertemporal Asset Prices Under Asymmetric Information
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Author : Jiang Wang
language : en
Publisher: Andesite Press
Release Date : 2015-08-09
A Model Of Intertemporal Asset Prices Under Asymmetric Information written by Jiang Wang and has been published by Andesite Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-08-09 with categories.
This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work was reproduced from the original artifact, and remains as true to the original work as possible. Therefore, you will see the original copyright references, library stamps (as most of these works have been housed in our most important libraries around the world), and other notations in the work. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work.As a reproduction of a historical artifact, this work may contain missing or blurred pages, poor pictures, errant marks, etc. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.
Intertemporal Asset Prices Under Asymmetric Information
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Author : Chiang Wang
language : en
Publisher:
Release Date : 1990
Intertemporal Asset Prices Under Asymmetric Information written by Chiang Wang and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with categories.
Intertemporal Asset Prices Under Asymmetric Information
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Author : Jiang Wang
language : en
Publisher:
Release Date : 1990
Intertemporal Asset Prices Under Asymmetric Information written by Jiang Wang and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Stocks categories.
A Model Of Intertemporal Asset Prices Under Asymmetric Information Primary Source Edition
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Author : Jiang Wang
language : en
Publisher: Nabu Press
Release Date : 2014-02-24
A Model Of Intertemporal Asset Prices Under Asymmetric Information Primary Source Edition written by Jiang Wang and has been published by Nabu Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-02-24 with categories.
This is a reproduction of a book published before 1923. This book may have occasional imperfections such as missing or blurred pages, poor pictures, errant marks, etc. that were either part of the original artifact, or were introduced by the scanning process. We believe this work is culturally important, and despite the imperfections, have elected to bring it back into print as part of our continuing commitment to the preservation of printed works worldwide. We appreciate your understanding of the imperfections in the preservation process, and hope you enjoy this valuable book.
Asset Prices Booms And Recessions
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Author : Willi Semmler
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-03-21
Asset Prices Booms And Recessions written by Willi Semmler and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-03-21 with Business & Economics categories.
"Asset Prices, Booms and Recessions" is a book on Financial Economics from a dynamic perspective. It focuses on the dynamic interaction of financial markets and economic activity. The financial markets to be studied here encompasses the money and bond market, credit market, stock market and foreign exchange market. Economic activity is described by the activity of firms, banks, households, governments and countries. The book shows how economic activity affects asset prices and the financial market and how asset prices and financial market volatility feed back to economic activity. The focus in this book is on theories, dynamic models and empirical evidence. Empirical applications relate to episodes of financial instability and financial crises of the U.S., Latin American, Asian as well as Euro-area countries. The current version of the book has moved to a more extensive coverage of the topics in financial economics by updating the literature in the appropriate chapters. Moreover it gives a more extensive treatment of new and more advanced topics in financial economics such as international portfolio theory, multi-agent and evolutionary approaches, capital asset pricing beyond consumption-based models and dynamic portfolio decisions. Overall, the book presents material that researchers and practitioners in financial engineering need to know about economic dynamics and that economists, practitioners and policy makers need to know about the financial market.
Asset Pricing Under Asymmetric Information
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Author :
language : en
Publisher:
Release Date : 2001
Asset Pricing Under Asymmetric Information written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with categories.
Asset Pricing Under Asymmetric Information
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Author : Markus K. Brunnermeier
language : en
Publisher: OUP Oxford
Release Date : 2001-01-25
Asset Pricing Under Asymmetric Information written by Markus K. Brunnermeier and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-01-25 with Business & Economics categories.
Asset prices are driven by public news and information that is often dispersed among many market participants. These agents try to infer each other's information by analyzing price processes. In the past two decades, theoretical research in financial economics has significantly advanced our understanding of the informational aspects of price processes. This book provides a detailed and up-to-date survey of this important body of literature. The book begins by demonstrating how to model asymmetric information and higher-order knowledge. It then contrasts competitive and strategic equilibrium concepts under asymmetric information. It also illustrates the dependence of information efficiency and allocative efficiency on the security structure and the linkage between both efficiency concepts. No-Trade theorems and market breakdowns due to asymmetric information are then explained, and the existence of bubbles under symmetric and asymmetric information is investigated. The remainder of the survey is devoted to contrasting different market microstructure models that demonstrate how asymmetric information affects asset prices and traders' information , which provide a theoretical explanation for technical analysis and illustrate why some investors "chase the trend." The reader is then introduced to herding models and informational cascades, which can arise in a setting where agents' decision-making is sequential. The insights derived from herding models are used to provide rational explanations for stock market crashes. Models in which all traders are induced to search for the same piece of information are then presented to provide a deeper insight into Keynes' comparison of the stock market with a beauty contest. The book concludes with a brief summary of bank runs and their connection to financial crises.
Asset Pricing Under Asymmetric Information
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Author : Christian Häfke
language : de
Publisher:
Release Date : 1997
Asset Pricing Under Asymmetric Information written by Christian Häfke and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with categories.
Asset Pricing Under Asymmetric Information
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Author : Markus K. Brunnermeier
language : en
Publisher:
Release Date : 2001
Asset Pricing Under Asymmetric Information written by Markus K. Brunnermeier and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with categories.