Larry G. Epstein is with the Department of Economics, Boston University. Martin Schneider is with the Department of Economics, NYU and the Federal Reserve Bank of Minneapolis. We are grateful to Robert Stambaugh (the editor) and an anonymous referee for very helpful comments. We also thank Monika Piazzesi, Pietro Veronesi, as well as seminar participants at Cornell, IIES (Stockholm), Minnesota, the Cowles Foundation Conference in honor of David Schmeidler, and the SAMSI workshop on model uncertainty for comments and suggestions. This paper reflects the views of the authors and not necessarily those of the Federal Reserve Bank of Minneapolis or the Federal Reserve System.
Ambiguity, Information Quality, and Asset Pricing
Version of Record online: 10 JAN 2008
© 2008 the American Finance Association
The Journal of Finance
Volume 63, Issue 1, pages 197–228, February 2008
How to Cite
EPSTEIN, L. G. and SCHNEIDER, M. (2008), Ambiguity, Information Quality, and Asset Pricing. The Journal of Finance, 63: 197–228. doi: 10.1111/j.1540-6261.2008.01314.x
- Issue online: 10 JAN 2008
- Version of Record online: 10 JAN 2008
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