Capital market equilibrium and differential information : an analytical and empirical investigation
This dissertation examines implications of models of differential information that formalize the following intuition: securities for which there is relatively little information are perceived as relatively more risky because of the higher uncertainty surrounding the exact parameters of their return...
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| Language: | English |
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University of British Columbia
2010
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| Online Access: | http://hdl.handle.net/2429/27056 |