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Survey on Information Risk using Microstructure Models

reza eyvazlu; reza raei; shapour mohammadi

Volume 17, Issue 3 , September 2013, , Pages 71-85

Abstract
  Classic asset pricing models assume that distribution of information is symmetric and suppose similar trade-off between risk and return among investors. In terms of information asymmetry that some traders have private information, investors will be faced with information risk; this is the risk of trading ...  Read More