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Three essays in Asset Pricing under Model Uncertainty
Title
Three essays in Asset Pricing under Model Uncertainty
Author
Jiang, Julia
Date Created
2018
Description
This dissertation consists of three essays on asset pricing under model uncertainty. The first essay examines how aversion to uncertainty about the information transfer across firms affects asset prices in an equilibrium. I show that a firm's stoc...
Three essays in Asset Pricing under Model Uncertainty
Title
Three essays in Asset Pricing under Model Uncertainty
Author
Jiang, Julia
Date Created
2018
Subjects--Topical
Finance
Description
This dissertation consists of three essays on asset pricing under model uncertainty. The first essay examines how aversion to uncertainty about the information transfer across firms affects asset prices in an equilibrium. I show that a firm's stoc...