Information Quality and Long‐Run Risk: Asset Pricing Implications

A-Tier
Journal: Journal of Finance
Year: 2010
Volume: 65
Issue: 4
Pages: 1333-1367

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

I study the asset pricing implications of the quality of public information about persistent productivity shocks in a general equilibrium model with Kreps–Porteus preferences. Low information quality is associated with a high equity premium, a low volatility of consumption growth, and a low volatility of the risk‐free interest rate. The relationship between information quality and the equity premium differs from that in endowment economies. My calibration improves substantially upon the Bansal–Yaron model in terms of the moments of the wealth–consumption ratio and the return on aggregate wealth.

Technical Details

RePEc Handle
repec:bla:jfinan:v:65:y:2010:i:4:p:1333-1367
Journal Field
Finance
Author Count
1
Added to Database
2026-01-24