[go: up one dir, main page]
create a website
How Does Information Quality Affect Stock Returns?.. (). Veronesi, Pietro.
In: CRSP working papers.
RePEc:wop:chispw:462.

Full description at Econpapers || Download paper

Cited: 33

Citations received by this document

Cites: 0

References cited by this document

Cocites: 0

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17182.

    Full description at Econpapers || Download paper

  2. Economics in the Kingdom of Loathing: Analysis of Virtual Market Data. (2011). Safferling, Christoph ; Lowen, Aaron.
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1130.

    Full description at Econpapers || Download paper

  3. Explaining asset pricing puzzles associated with the 1987 market crash. (2011). Benzoni, Luca ; Goldstein, Robert S. ; Collin-Dufresne, Pierre.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:3:p:552-573.

    Full description at Econpapers || Download paper

  4. Information aggregation around macroeconomic announcements: Revisions matter. (2011). Gilbert, Thomas.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:1:p:114-131.

    Full description at Econpapers || Download paper

  5. International asset allocation for incompletely-informed investors. (2010). Gau, Yin-Feng ; Hua, Mingshu ; Wu, Wen-Lin .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:13:y:2010:i:4:p:422-447.

    Full description at Econpapers || Download paper

  6. Ambiguity, Learning, and Asset Returns. (2010). Miao, Jianjun ; ju, nengjiu.
    In: CEMA Working Papers.
    RePEc:cuf:wpaper:438.

    Full description at Econpapers || Download paper

  7. How to grow a bubble: A model of myopic adapting agents. (2010). Harras, Georges ; Sornette, D..
    In: Papers.
    RePEc:arx:papers:0806.2989.

    Full description at Econpapers || Download paper

  8. Ambiguity, Learning, and Asset Returns. (2009). Miao, Jianjun ; ju, nengjiu.
    In: MPRA Paper.
    RePEc:pra:mprapa:14737.

    Full description at Econpapers || Download paper

  9. What Ties Return Volatilities to Price Valuations and Fundamentals?. (2009). David, Alexander ; Veronesi, Pietro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15563.

    Full description at Econpapers || Download paper

  10. Confidence Risk and Asset Prices. (2009). Bansal, Ravi ; Shaliastovich, Ivan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14815.

    Full description at Econpapers || Download paper

  11. Learning in Financial Markets. (2009). Pastor, Lubos ; Veronesi, Pietro ; Pstor, ubo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14646.

    Full description at Econpapers || Download paper

  12. Volatility of stock price as predicted by patent data: An MGARCH perspective. (2008). Fung, Michael K. ; Chow, William W..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:1:p:64-79.

    Full description at Econpapers || Download paper

  13. Evolution of forecast disagreement in a Bayesian learning model. (2008). Sheng, Xuguang ; Lahiri, Kajal.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:144:y:2008:i:2:p:325-340.

    Full description at Econpapers || Download paper

  14. Beliefs, Doubts and Learning: Valuing Economic Risk. (2007). Hansen, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12948.

    Full description at Econpapers || Download paper

  15. The relationship between risk and expected return in Europe. (2007). Leon, Angel ; Nave, Juan M. ; Rubio, Gonzalo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:2:p:495-512.

    Full description at Econpapers || Download paper

  16. Pricing and Inference with Mixtures of Conditionally Normal Processes.. (2007). Pegoraro, Fulvio ; Monfort, Alain ; Bertholon, H..
    In: Working papers.
    RePEc:bfr:banfra:188.

    Full description at Econpapers || Download paper

  17. Procyclicality of Financial and Real Sector in Transition Economies. (2006). .
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2006:y:2006:i:4:id:291:p:315-349.

    Full description at Econpapers || Download paper

  18. Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital. (2006). Pastor, Lubos ; Swaminathan, Bhaskaran ; Sinha, Meenakshi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11941.

    Full description at Econpapers || Download paper

  19. Was there a Nasdaq bubble in the late 1990s?. (2006). Pastor, Lubos ; Veronesi, Pietro.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:81:y:2006:i:1:p:61-100.

    Full description at Econpapers || Download paper

  20. Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital. (2006). Pastor, Lubos ; Swaminathan, Bhaskaran ; Sinha, Meenakshi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5462.

    Full description at Econpapers || Download paper

  21. Ambiguity, Information Quality and Asset Pricing. (2005). Schneider, Martin ; Epstein, Larry.
    In: RCER Working Papers.
    RePEc:roc:rocher:519.

    Full description at Econpapers || Download paper

  22. Can An ”Estimation Factor” Help Explain Cross-Sectional Returns?. (2005). Lundtofte, Frederik.
    In: Working Papers.
    RePEc:hhs:lunewp:2005_018.

    Full description at Econpapers || Download paper

  23. Asset pricing with heterogeneous beliefs. (2005). Basak, Suleyman.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:11:p:2849-2881.

    Full description at Econpapers || Download paper

  24. Is learning a dimension of risk?. (2005). Simonov, Andrei ; Massa, Massimo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:10:p:2605-2632.

    Full description at Econpapers || Download paper

  25. Ambiguity, Information Quality and Asset Pricing. (2004). Schneider, Martin ; Epstein, Larry.
    In: RCER Working Papers.
    RePEc:roc:rocher:507.

    Full description at Econpapers || Download paper

  26. Conditional Betas. (2004). Veronesi, Pietro ; Santos, Tano.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10413.

    Full description at Econpapers || Download paper

  27. The Peso problem hypothesis and stock market returns. (2004). Veronesi, Pietro.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:28:y:2004:i:4:p:707-725.

    Full description at Econpapers || Download paper

  28. Equilibrium stock return dynamics under alternative rules of learning about hidden states. (2004). Zhang, Lu.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:28:y:2004:i:10:p:1925-1954.

    Full description at Econpapers || Download paper

  29. Optimum Consumption and Portfolio Allocations under Incomplete Information. (2004). Roche, Herve .
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:79.

    Full description at Econpapers || Download paper

  30. Asset Prices with Heterogenous Beliefs. (2004). Basak, Suleyman.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4256.

    Full description at Econpapers || Download paper

  31. An investigation of insider trading profits in the Spanish stock market. (2002). Perote, Javier ; DEL BRIO, ESTHER ; Miguel, Alberto.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:42:y:2002:i:1:p:73-94.

    Full description at Econpapers || Download paper

  32. How do investors expectations drive asset prices?. (2001). Peisl, Bernhard ; Luders, Erik .
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:5370.

    Full description at Econpapers || Download paper

  33. Ambiguity, Learning, and Asset Returns. (2001). Miao, Jianjun ; ju, nengjiu.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2009-014.

    Full description at Econpapers || Download paper

References

References cited by this document

    This document has not been processed yet.

    You may help us by submiting the list of references

Cocites

Documents in RePEc which have cited the same bibliography

          This document has not co-citation data yet.

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-21 17:15:06 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.