Title:

Advance Information and Asset Prices

Authors:

Rui Albuquerque (Boston U, U Católica Portuguesa) U Católica Portuguesa)
Jianjun Miao (Boston U, Central University of Finance and Economics, Beijing)

Journal:

Journal of Economic Theory

Year:

2014

Volume:

149

Pages:

236-275

JEL codes:

D83 - Search; Learning; Information and Knowledge; Communication; Belief
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G14 - Information and Market Efficiency; Event Studies