A model of intertemporal asset prices under asymmetric information
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Other Contributors
Sloan School of Management.
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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'."
Date issued
1990]Publisher
Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Other identifiers
modelofintertemp00wang
Series/Report no.
Working paper (Sloan School of Management) ; 3261-90.