Reference

Christian Gollier, and Edward Schlee, Information and the Equity Premium, Journal of the European Economic Association, vol. 9, n. 5, 2011, pp. 871–902.

JEL codes

  • D8: Information, Knowledge, and Uncertainty
  • D9: Intertemporal Choice
  • G12: Asset Pricing • Trading Volume • Bond Interest Rates
  • Replaces

    Christian Gollier, and Edward Schlee, Information and the Equity Premium, IDEI Working Paper, n. 251, 2003, revised 2011.