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...
| Main Author: | |
|---|---|
| Other Authors: | |
| Language: | en_US |
| Published: |
2010
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/1993/4311 |