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Is information risk a determinant of asset returns?

Authors :
Easley, David
Hvidkjaer, Soeren
O'Hara, Maureen
Source :
Journal of Finance. Oct, 2002, Vol. 57 Issue 5, 2185-2221
Publication Year :
2002

Abstract

The impact of information-based trading upon asset returns is discussed.

Details

Language :
English
ISSN :
00221082
Volume :
57
Issue :
5
Database :
Gale General OneFile
Journal :
Journal of Finance
Publication Type :
Academic Journal
Accession number :
edsgcl.110226908