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
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!