Measuring information asymmetry in stock returns using information-augmented asset pricing models
Asset pricing models are utilized to navigate market signals and determine relevant factors that will explain the effect it has on an asset's expected return. Our paper aims to identify if adding an information asymmetry factor in asset pricing models plays a significant role in determining exp...
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| Main Authors: | , , , |
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| 格式: | text |
| 語言: | English |
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Animo Repository
2022
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| 主題: | |
| 在線閱讀: | https://animorepository.dlsu.edu.ph/etdb_econ/45 https://animorepository.dlsu.edu.ph/cgi/viewcontent.cgi?article=1056&context=etdb_econ |
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| 機構: | De La Salle University |
| 語言: | English |