An Information-Theoretic Asset Pricing Model

Academic journals

Publication Date

13/01/2025

Journal of Financial Econometrics

Publication Authors

Anisha Ghosh

Alex P Taylor

Anisha Ghosh, Christian Julliard, Alex P Taylor (2025). An Information-Theoretic Asset Pricing Model. Journal of Financial Econometrics, 23 (1), nbae033.

doi: 10.1093/jjfinec/nbae033