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Asymmetric Information and the Excess Volatility of Stock Prices

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Author Info
Eden, B.
Jovanovic, B.

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Abstract

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Publisher Info
Paper provided by University of Iowa, Department of Economics in its series Working Papers with number 92-18.

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Length: 19 pages
Date of creation: 1992
Date of revision:
Handle: RePEc:uia:iowaec:92-18

Contact details of provider:
Postal: University of Iowa, Department of Economics, Henry B. Tippie College of Business, Iowa City, Iowa 52242
Phone: (319) 335-0829
Fax: (319) 335-1956
Web page: http://www.biz.uiowa.edu/econ/
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Related research
Keywords: information prices stock market

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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)
  1. Matthew Spiegel, 1996. "Stock Price Volatility in a Multiple Security Overlapping Generations Model," Finance 9608002, EconWPA. [Downloadable!]
  2. S. Rao Aiyagari & Mark Gertler, 1998. ""Overreaction" of Asset Prices in General Equilibrium," NBER Working Papers 6747, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. John Y. Campbell & Martin Lettau, 1999. "Dispersion and Volatility in Stock Returns: An Empirical Investigation," NBER Working Papers 7144, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
Statistics
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