Oxford Index Search Results

You are looking at 1-1 of 1 items for:

sensitive x Financial Forecasting and Simulation x clear all

Show only full text

Refine by type

Refine by product



Overview page. Subjects: Medicine and Health.

adj. possessing the ability to respond to a stimulus. The cells of the retina, for example, are sensitive to the stimulus of light and respond by sending nerve impulses to the...

See overview in Oxford Index

Testing Asymmetric-Information Asset Pricing Models

Bryan Kelly and Alexander Ljungqvist.

in The Review of Financial Studies

May 2012; p ublished online January 2012 .

Journal Article. Subjects: Economics; Financial Forecasting and Simulation; Investment Banking. 22419 words.

We provide evidence for the importance of information asymmetry in asset pricing by using three natural experiments. Consistent with rational expectations models with multiple assets and...

Go to Oxford Journals »  full text