Grace Yi Zhang

Barclays - Barclays Global Investors (BGI)

45 Fremont Street

San Francisco, CA 94105

United States

  • Barclays - Barclays Global Investors (BGI)

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Information Uncertainty and Expected Returns

Number of pages: 57 Posted: 07 May 2004
Guohua Jiang, Charles M.C. Lee and Grace Yi Zhang
Peking University - Guanghua School of Management, Foster School of Business, University of Washington and Barclays - Barclays Global Investors (BGI)
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Abstract:

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Information uncertainty, overconfidence, arbitrage cost, stock returns