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...

Full description

Saved in:
Bibliographic Details
Main Authors: Lau, Sie Ting, Ng, Lilian, Zhang, Bohui
Other Authors: Nanyang Business School
Format: Article
Language:English
Published: 2013
Online Access:https://hdl.handle.net/10356/96135
http://hdl.handle.net/10220/17304
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
Language: English

Similar Items