Information-Based Asset Pricing

Book

Information-Based Asset Pricing

Dorje Brody, Lane Hughston and Andrea Macrina

01/01/2013

Abstract

Asset Pricing

Asset Pricing, Trading Volume, Bond Interest Rates (G12)

Information and Market Efficiency, Event Studies, Insider Trading (G14)

Metrics

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Details

Title: Information-Based Asset Pricing
Creators: Dorje Brody
Lane Hughston
Andrea Macrina
Contributors: Lane P Hughston (Editor)
Matheus R Grasselli (Editor)
Date published: 01/01/2013
Identifiers: 9814407887; 9789814407885; 99822524702346
Academic Unit: School of Maths and Physics
Language: English
Resource Type: Book