Information environment and equity risk premium volatility around the world
This paper examines whether and how differences in investors' information environments (measured by a country's information disclosure, accounting standards, and financial transparency) are related to cross-country differences in the market risk premium volatility. We use the vector-autore...
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
2013
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| Online Access: | https://hdl.handle.net/10356/96135 http://hdl.handle.net/10220/17304 |
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| Institution: | Nanyang Technological University |
| Language: | English |