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Information Acquisition in Financial Markets: a Correction
6 references·0 citing·32 second hop
Information Acquisition in Financial Markets: a Correction (2007)Information Acquisition in Financial Mark…Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models (2010)Do Bonds Span Volatility Risk…Knowing What Others Know: Coordination Motives in Information Acquisition (2008)Knowing What Others Know: Coo…How Did the 2003 Dividend Tax Cut Affect Stock Prices? (2008)How Did the 2003 Dividend Tax…Media Frenzies in Markets for Financial Information (2006)Media Frenzies in Markets for…Complementarities in information acquisition with short-term trades (2005)Complementarities in informat…Information Acquisition in Financial Markets (2000)Information Acquisition in Fi…Risk measurement when shares are subject to infrequent trading (1979)The Econometrics of Financial Markets (1997)What drives value creation in investment projects? An application of sensitivity analysis to project finance transactions (2009)Debt and Taxes: Evidence from the Real Estate Industry (2012)Four facts about dividend payouts and the 2003 tax cut (2012)The Econometrics of Financial Markets (2012)On the Impossibility of Informationally Efficient Markets (1980)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Coordinating Coordination Failures in Keynesian Models (1988)Expectations and the neutrality of money (1972)On the Impossibility of Informationally Efficient Markets (1980)Implications of rational inattention (2003)Endogenous Information Acquisition in Coordination Games (2011)Inattentive professional forecasters (2013)Runs on Money Market Mutual Funds (2016)Endogenous Technological Change (1990)A Simple Model of Herd Behavior (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing Asymmetric-Information Asset Pricing Models (2009)Corporate Strategy, Analyst Coverage, and the Uniqueness Paradox (2012)Trading frenzies and their impact on real investment (2013)Expected stock returns and volatility (1987)Why Does Stock Market Volatility Change Over Time? (1989)Modeling and Forecasting Realized Volatility (2003)Nonlinear Kalman Filtering in Affine Term Structure Models (2014)Information in the Term Structure of Yield Curve Volatility (2016)Linear‐Rational Term Structure Models (2016)ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION (1976)Continuous Auctions and Insider Trading (1985)Ratings Shopping and Asset Complexity: A Theory of Ratings Inflation (2008)Complementarities, Multiplicity, and Supply Information (2009)Information, overconfidence and trading: Do the sources of information matter? (2012)
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References

  • 2008Knowing What Others Know: Coordination Motives in Information Acquisition350 cited
  • 2006Media Frenzies in Markets for Financial Information306 cited
  • 2000Information Acquisition in Financial Markets166 cited
  • 2010Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models127 cited
  • 2008How Did the 2003 Dividend Tax Cut Affect Stock Prices?62 cited
  • 2005Complementarities in information acquisition with short-term trades20 cited

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