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Does Mandatory IFRS Adoption Improve the Information Environment?
Earnings Management Financial Reporting International Accounting Forecasting and Prediction
2015/4/23
We examine the effect of mandatory International Financial Reporting Standards ('IFRS') adoption on firms' information environment. We find that after mandatory IFRS adoption consensus forecast errors...
Information, College Decisions and Financial Aid: Evidence from a Cluster-Randomized Controlled Trial in China
Information Financial aid College choice China Rural high school Randomized controlled trial
2014/3/13
Past studies find that disadvantaged students in the United States are often misinformed about college costs and financial aid opportunities and thus may make sub-optimal decisions regarding college. ...
Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models
Continuous-time equilibrium exponential utility CAPM affine processes information based asset pricing implied volatility
2012/3/2
We consider a class of generalized capital asset pricing models in continuous time with a finite number of agents and tradable securities. The securities may not be sufficient to span all sources of u...
Levy Random Bridges and the Modelling of Financial Information
Levy Random Bridges Modelling of Financial Information
2010/11/3
The information-based asset-pricing framework of Brody, Hughston and Mac-rina (BHM) is extended to include a wider class of models for market information.In the BHM framework, each asset is associated...
Portfolio optimization in a defaults model under full/partial information
Optimal investment default time default intensity,filtering dynamic program-ming principle
2010/4/27
In this paper, we consider a financial market with assets exposed to some risks inducing jumps in the asset prices, and which can still be traded after default times. We use a default-intensity modeli...
Generalized supermartingale deflators under limited information
Limited information generalized supermartingales boundedness in probability arbitrages Limited information generalized supermartingales boundedness in probability arbitrages
2010/11/1
We undertake a study of markets from the perspective of a financial agent with limited
access to information. The set of wealth processes available to the agent is structured with reason-able economi...