Título:

Advance Information and Asset Prices

Autores:

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

Revista:

Journal of Economic Theory

Ano:

2014

Volume:

149

Páginas:

236-275

Códigos JEL:

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