A model of intertemporal asset prices under asymmetric information

Series number from publisher's list.

Bibliographic Details
Main Author: Wang, Jiang
Other Authors: Sloan School of Management.
Format: Working Paper
Published: Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology 2009
Online Access:http://hdl.handle.net/1721.1/48415
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author Wang, Jiang
author2 Sloan School of Management.
author_facet Sloan School of Management.
Wang, Jiang
author_sort Wang, Jiang
collection MIT
description Series number from publisher's list.
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institution Massachusetts Institute of Technology
last_indexed 2024-09-23T09:37:30Z
publishDate 2009
publisher Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology
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spelling mit-1721.1/484152019-04-12T10:40:01Z A model of intertemporal asset prices under asymmetric information Wang, Jiang Sloan School of Management. Series number from publisher's list. "A revised version of Chapter 2 and 3 of my University of Pennsylvania Ph.D. dissertation and was circulated earlier under the title 'Asset Prices, Stock Returns, Price Volatility, Risk Premium, and Trading Strategies under Asymmetric Information'." 2009-10-03T03:10:31Z 2009-10-03T03:10:31Z 1990] Working Paper modelofintertemp00wang http://hdl.handle.net/1721.1/48415 25755501 000611408 Working paper (Sloan School of Management) ; 3261-90. application/pdf Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology
spellingShingle Wang, Jiang
A model of intertemporal asset prices under asymmetric information
title A model of intertemporal asset prices under asymmetric information
title_full A model of intertemporal asset prices under asymmetric information
title_fullStr A model of intertemporal asset prices under asymmetric information
title_full_unstemmed A model of intertemporal asset prices under asymmetric information
title_short A model of intertemporal asset prices under asymmetric information
title_sort model of intertemporal asset prices under asymmetric information
url http://hdl.handle.net/1721.1/48415
work_keys_str_mv AT wangjiang amodelofintertemporalassetpricesunderasymmetricinformation
AT wangjiang modelofintertemporalassetpricesunderasymmetricinformation