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Decision Making Under Information Asymmetry:Experimental Evidence on Belief Refinements
Decision Choices and Conditions
2015/4/29
We explore how individuals make decisions in an operations management setting when there is information asymmetry between the firm and an outside investor. A common assumption in the signaling game li...
Exchange-traded funds and information asymmetry
exchange-traded funds information asymmetry liquidity adverse selection cost
2010/10/18
The exchange-traded funds (ETFs) are traded just like shares of common stocks, but they
are unit investment trusts and their share prices are directly linked to their respective stock indexes. Theore...
Gain/loss asymmetry in time series of individual stock prices and its relationship to the leverage effect
gain/loss asymmetry leverage effect EGARCH retarded volatility model
2010/11/3
Previous research has shown that for stock indices, the most likely time until a return of a
particular size has been observed is longer for gains than for losses. We establish that this so-called ga...
Temporal structure and gain/loss asymmetry for real and artificial stock indices
Temporal structure gain/loss asymmetry mutual information
2010/11/1
We demonstrate that the gain/loss asymmetry observed for stock indices vanishes if the temporal dependence structure is destroyed by scrambling the time series. We also show that an artificial index c...