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


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

Published in

Journal of the European Economic Association, vol. 9, n. 5, 2011, pp. 871–902