Investor Information, Long-Run Risk, and the Duration fo Risky Assets
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More about this item
KeywordsInformation; Long-Run Risk; Value Premium;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-01-13 (All new papers)
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