Essays on Long-run Risk
In the third essay we study the role of information in asset pricing models with long-run cash flow risk. To illustrate the importance of the information structure, we show how the implications of the long-run risk paradigm for the cross-sectional properties of stock returns and cash flow duration are affected by information.In the third essay we study the role of information in asset pricing models with long-run cash flow risk.
| Title | : | Essays on Long-run Risk |
| Author | : | |
| Publisher | : | ProQuest - 2007 |
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