Titlebook: Asset Price Response to New Information; The Effects of Conse Guo Ying Luo Book 2014 The Author(s) 2014 Asset Pricing.Auction Markets.Marke

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書目名稱Asset Price Response to New Information影響因子(影響力)




書目名稱Asset Price Response to New Information影響因子(影響力)學科排名




書目名稱Asset Price Response to New Information網(wǎng)絡(luò)公開度




書目名稱Asset Price Response to New Information網(wǎng)絡(luò)公開度學科排名




書目名稱Asset Price Response to New Information被引頻次




書目名稱Asset Price Response to New Information被引頻次學科排名




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書目名稱Asset Price Response to New Information年度引用學科排名




書目名稱Asset Price Response to New Information讀者反饋




書目名稱Asset Price Response to New Information讀者反饋學科排名

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SpringerBriefs in Financehttp://image.papertrans.cn/b/image/163440.jpg

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https://doi.org/10.1007/978-3-322-83386-0This chapter examines how conservatism bias causes the asset price to overreact or underreact to new information in an asset market allowing for strategic interaction among traders. It proves that conservatism bias causes the asset price to overreact or underreact to different informational signals under different model parameter restrictions.

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Daily-Value

https://doi.org/10.1007/978-3-642-91362-4For example, Bernard and Thomas [J Account Res 27, 1–33, 1989] find that stock price continues to react to earnings one year after they were announced. Ikenberry et al. [J Financ Econ 39, 181–208, 1995] show a positive abnormal return four years after the open market share repurchase announcements.

音樂等

https://doi.org/10.1007/978-3-322-83386-0e obtained in a static equilibrium model of a competitive securities market. In the market, there are two types of assets: risk-free asset and risky asset. The payoff for the risk-free asset is one and the payoff for the risky asset is normally distributed. There are three types of traders: rational

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