150, rue de la Chimie - EUROFIDAI UMS CNRS 2748
Grenoble Cedex 9, BP47 - 380
Eurofidai (CNRS and University of Grenoble 2)
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Risk Premia, Cross-Sectional Asset Pricing, REE Models
Information Asymmetry, REE Models, Home Bias
private information, sector funds, performance, industry concentration
asymmetric information, private information, information-risk premium, rational expectations equilibrium models, price informativeness
information asymmetry, information risk, actively managed equity mutual funds, selectivity performance, rational expectations equilibrium models
Market section transfer, price reaction, liquidity effect, information asymmetry, event study.
Emerging markets, Stock market liberalization, Weak form efficiency, Time-varying predictability of stock returns, GARCH-in-Mean effect, Kalman Filter
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