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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书目名称Asset Price Response to New Information影响因子(影响力)




书目名称Asset Price Response to New Information影响因子(影响力)学科排名




书目名称Asset Price Response to New Information网络公开度




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书目名称Asset Price Response to New Information被引频次




书目名称Asset Price Response to New Information被引频次学科排名




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书目名称Asset Price Response to New Information读者反馈学科排名

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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.

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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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