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A model of intertemporal asset prices under asymmetric information

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Author(s)
Wang, Jiang
Date Issued
1990]
Publisher
Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Series/Report no.
Working paper (Sloan School of Management) ; 3261-90.
Description
Series number from publisher's list.
"A revised version of Chapter 2 and 3 of my University of Pennsylvania Ph.D. dissertation and was circulated earlier under the title 'Asset Prices, Stock Returns, Price Volatility, Risk Premium, and Trading Strategies under Asymmetric Information'."
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