Ambiguity, Information Quality and Asset Pricing (Record no. 29729)

MARC details
000 -LEADER
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
Holdings
Withdrawn status Lost status Damaged status Not for loan Home library Current library Date acquired Cost, normal purchase price Total Checkouts Full call number Barcode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
        Main Library Main Library 24/09/2008 0.00   Eps AR9862 23/09/2014 0.00 23/09/2014 Articles

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