RISK-AVERSION AND INFORMATION-STRUCTURE - AN EXPERIMENTAL-STUDY OF PRICE VARIABILITY IN THE SECURITIES MARKETS

被引：17

作者：

ANG, JS ^{[1
]}

SCHWARZ, T ^{[1
]}

机构：

[1] UNIV NEVADA, LAS VEGAS, NV 89154 USA

来源：

JOURNAL OF FINANCE | 1985年 / 40卷 / 03期

关键词：

D O I：

10.2307/2327808

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：825 / 844

页数：20

共 17 条

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[4]

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[5]

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KREPS, DM .

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[7]

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JACKSON, DN .

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[9]

Jackson DN., 1976, JACKSON PERSONALITY

[10] THE PRESENT-VALUE RELATION - TESTS BASED ON IMPLIED VARIANCE BOUNDS [J].

LEROY, SF ;

PORTER, RD .

ECONOMETRICA, 1981, 49 (03) :555-574

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