Asset pricing in an intertemporal partially-revealing rational expectations equilibrium

Journal of Mathematical Economics

Volumn 38, Issue 1-2, 2002, Pages 219-248

  Detemple, Jérôme B ^a  

^a BOSTON UNIVERSITY   (United States)

Author keywords

Asymmetric information; Common knowledge; Competition; Dividends; General equilibrium; Interest rate; Partially revealing equilibrium; Persistance; Rational expectations; Security interactions; Stock prices; Trading; Volatility

Indexed keywords

EID: 0036756256     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4068(02)00063-0     Document Type: Article

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