Essays on asset pricing with incomplete or noisy information
This dissertation consists of two essays, in which I examine the effects of incomplete or noisy information on expected risk premium in equity markets. In the first essay I provide empirical evidence demonstrating that an information-quality (IQ) factor, built on accrual-based information precision...
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| Language: | en_US |
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2010
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| Online Access: | http://hdl.handle.net/1993/4311 |
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