Information environment and equity risk premium volatility around the world

• المؤلفون الرئيسيون: Lau, Sie Ting, Ng, Lilian, Zhang, Bohui
• مؤلفون آخرون: Nanyang Business School
• التنسيق: مقال
• اللغة: English
• منشور في: 2013
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/96135; http://hdl.handle.net/10220/17304

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...