NYU Faculty Digital Archive
metadata only
Testing Asymmetric-Information Asset Pricing Models
We test models of asset pricing under asymmetric information using plausibly exogenous variation in the supply of information caused by the closure or restructuring of brokerage firms’ research operations. Consistent with predictions derived from a Grossman and Stiglitz-type model, share prices and
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Information Markets and the Comovement of Asset Prices#942198
- The Effect of Trade Secrets Law on Stock Price Synchronicity: Evidence from the Inevitable Disclosure Doctrine#295586
- Informational Hold-up and Performance Persistence in Venture Capital#942862
- Media Frenzies in Markets for Financial Information#942741
- Managerial Performance and the Cross-Sectional Pricing of Closed-End Funds#942425
Record · ID 942861
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive