Working paper

Information and the Equity Premium

Christian Gollier, and Edward Schlee

JEL codes

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

Replaced by

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

Reference

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

See also

Published in

IDEI Working Paper, n. 251, 2003, revised 2011