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このアイテムの引用には次の識別子を使用してください: http://hdl.handle.net/10114/1673

タイトル: The Effect of the Temporal Resolution of Uncertainty on Asset Pricing : A Survey and an Empirical Study of Japan’s Corporate Bond Markets
著者: Miyazaki, Kenji
発行日: 2008-3
出版者: The Institute of Comparative Economic Studies, Hosei University
抄録: Our paper gives an overview of studies on the effect of the temporal resolution of uncertainty (TRU) on asset pricing. It also conducts an empirical analysis using recent data on corporate bonds issued in Japan as well as from the International Brokers Estimate System (IBES) database for earnings forecasts from which we construct proxies for TRU. Our analysis does not support the hypothesis that firms with a more delayed resolution of uncertainty offer larger yields.
URI: http://hdl.handle.net/10114/1673
ISSN: 09111247
出現コレクション:Journal of International Economic Studies


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