Ambiguity, Information Quality and Asset Pricing (Record no. 29729)
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000 -LEADER | |
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fixed length control field | 01190pab a2200205 454500 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 140923b0 xxu||||| |||| 00| 0 eng d |
040 ## - CATALOGING SOURCE | |
Transcribing agency | Welingkar Institute of Management Development & Research, Mumbai |
Original cataloging agency | Welingkar Institute of Management Development & Research, Mumbai |
041 ## - LANGUAGE CODE | |
Language code of text/sound track or separate title | ENG |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | |
Item number | Eps |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Epstein Larry G |
245 ## - TITLE STATEMENT | |
Title | Ambiguity, Information Quality and Asset Pricing |
250 ## - EDITION STATEMENT | |
Edition statement | 1 |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication, distribution, etc. | |
Name of publisher, distributor, etc. | Feb 2008 |
Date of publication, distribution, etc. | 0 |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 197-228 Pp. |
490 ## - SERIES STATEMENT | |
Volume/sequential designation | 63 |
520 ## - SUMMARY, ETC. | |
Summary, etc. | When ambiguity-averse investors process news of uncertain quality, they act as if they take a worst-case assessment of quality. As a result, they react more strongly to bad news than to good news. They also dislike assets for which information quality is poor, especially when the underlying fundamentals are volatile. These effects induce ambiguity premia that depend on idiosyncratic risk in fundamentals as well as skewness in returns. Moreover, shocks to information quality can have persistent negative effects on prices even if fundamentals do not change. |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Asset Pricing |
856 ## - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="http://192.168.6.13/libsuite/mm_files/Articles/AR9862.pdf">http://192.168.6.13/libsuite/mm_files/Articles/AR9862.pdf</a> |
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) | |
a | 28965 |
Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Date acquired | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Cost, replacement price | Price effective from | Koha item type |
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Main Library | Main Library | 24/09/2008 | 0.00 | Eps | AR9862 | 23/09/2014 | 0.00 | 23/09/2014 | Articles |