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Long-Run Growth of Financial Data Technology
12 references·16 citing·57 second hopsampled
Long-Run Growth of Financial Data Technology (2020)Long-Run Growth of Financial Data Technol…Rational Inattention, Optimal Consideration Sets, and Stochastic Choice (2018)Rational Inattention, Optimal…Uncertainty Traps* (2017)Uncertainty Traps*Have financial markets become more informative? (2016)Have financial markets become…Equilibrium fast trading (2015)Equilibrium fast tradingTrading frenzies and their impact on real investment (2013)Trading frenzies and their im…Sentiments (2013)SentimentsNews, Noise, and Fluctuations: An Empirical Exploration (2013)News, Noise, and Fluctuations…Endogenous Information Acquisition in Coordination Games (2011)Endogenous Information Acquis…Does Algorithmic Trading Improve Liquidity? (2011)Does Algorithmic Trading Impr…Learning from Prices: Public Communication and Welfare (2010)Learning from Prices: Public …A Model of Intertemporal Asset Prices Under Asymmetric Information (1993)A Model of Intertemporal Asse…On Efficient Distribution with Private Information (1992)On Efficient Distribution wit…How Competitive Is the Stock Market? Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing (2025)How Competitive Is the Stock …How does data factor marketization influence urban carbon emission efficiency? A new method based on double machine learning (2024)How does data factor marketiz…Fintech and financial sector: ADO analysis and future research agenda (2024)Fintech and financial sector:…Equilibrium Data Mining and Data Abundance (2024)Equilibrium Data Mining and D…Does Alternative Data Improve Financial Forecasting? The Horizon Effect (2024)Does Alternative Data Improve…The Lost Capital Asset Pricing Model (2023)The Lost Capital Asset Pricin…Digital transformation and enterprise inefficient investment: Under the view of financing constraints and earnings management (2023)Digital transformation and en…Data and Markets (2023)Data and MarketsCompetition and selection in credit markets (2023)Competition and selection in …The Effect of Innovation Similarity on Asset Prices: Evidence from Patents’ Big Data (2022)The Effect of Innovation Simi…Macroeconomic Attention and Announcement Risk Premia (2022)Macroeconomic Attention and A…Commodity Financialization and Information Transmission (2022)Commodity Financialization an…Knowledge Accumulation, Privacy, and Growth in a Data Economy (2021)Knowledge Accumulation, Priva…FinTech Lending and Cashless Payments (2021)FinTech Lending and Cashless …Data deprivations, data gaps and digital divides: Lessons from the COVID-19 pandemic (2021)Data deprivations, data gaps …Where Has All the Data Gone? (2020)Where Has All the Data Gone?EQUILIBRIUM IN A PURE CURRENCY ECONOMY (1980)On Repeated Moral Hazard with Discounting (1987)Toward a Theory of Discounted Repeated Games with Imperfect Monitoring (1990)Optimal Capital Income Taxation with Incomplete Markets, Borrowing Constraints, and Constant Discounting (1995)Chapter 8 Micro data and general equilibrium models (1999)Optimal Indirect and Capital Taxation (2003)Optimum consumption and portfolio rules in a continuous-time model (1971)Asset Prices in an Exchange Economy (1978)The equity premium: A puzzle (1985)Security Analysis and Trading Patterns When Some Investors Receive Information Before Others (1994)What is the Intrinsic Value of the Dow? (1999)Dynamic Volume-Return Relation of Individual Stocks (2002)Continuous Auctions and Insider Trading (1985)The Use of Knowledge in Society (1996)Illiquidity and stock returns: cross-section and time-series effects (2002)Endogenous Liquidity and Defaultable Bonds (2014)Informational Frictions and Commodity Markets (2015)Do Foreign Institutional Investors Improve Price Efficiency? (2020)Staggered prices in a utility-maximizing framework (1983)Journal of monetary economics (1987)Staggered Prices in a Utility-Maximizing Framework (1996)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Macroeconomic Shocks and Their Propagation (2016)News Shocks in Open Economies: Evidence from Giant Oil Discoveries* (2016)Inferring Trade Direction from Intraday Data (1991)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Low-Latency Trading (2011)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)High-Frequency Trading and Price Discovery (2014)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)Implications of rational inattention (2003)Salience and Taxation: Theory and Evidence (2009)What do Consumers Consider Before They Choose? Identification from Asymmetric Demand Responses (2021)Online and offline retailing: What we know and directions for future research (2022)Human and Machine: The Impact of Machine Input on Decision Making Under Cognitive Limitations (2023)The Private and Social Value of Information and the Reward to Inventive Activity (1978)On the Impossibility of Informationally Efficient Markets (1980)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)The Diversity of High Frequency Traders (2012)Big data in finance and the growth of large firms (2018)Green credit policy and corporate access to bank loans in China: The role of environmental disclosure and green innovation (2021)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Does Algorithmic Trading Reduce Information Acquisition? (2017)The source of information in prices and investment-price sensitivity (2017)Endogenous Technological Change (1989)Endogenous Technological Change (1990)Big data: The next frontier for innovation, competition, and productivity (2011)A Model of the Data Economy (2021)Digital Privacy (2022)Data and the Aggregate Economy (2024)Expectations and the neutrality of money (1972)Income and Wealth Heterogeneity in the Macroeconomy (1998)Social Value of Public Information (2002)Measuring Investor Sentiment (2018)How is machine learning useful for macroeconomic forecasting? (2022)
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References

  • 2011Does Algorithmic Trading Improve Liquidity?1,680 cited
  • 1993A Model of Intertemporal Asset Prices Under Asymmetric Information714 cited
  • 2015Equilibrium fast trading536 cited
  • 1992On Efficient Distribution with Private Information490 cited
  • 2016Have financial markets become more informative?409 cited
  • 2013Sentiments389 cited
  • 2013News, Noise, and Fluctuations: An Empirical Exploration304 cited
  • 2013Trading frenzies and their impact on real investment277 cited
  • 2018Rational Inattention, Optimal Consideration Sets, and Stochastic Choice246 cited
  • 2010Learning from Prices: Public Communication and Welfare233 cited
  • 2011Endogenous Information Acquisition in Coordination Games214 cited
  • 2017Uncertainty Traps*176 cited

Cited by

  • 2021Knowledge Accumulation, Privacy, and Growth in a Data Economy270 cited
  • 2022Commodity Financialization and Information Transmission143 cited
  • 2022Macroeconomic Attention and Announcement Risk Premia139 cited
  • 2025How Competitive Is the Stock Market? Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing

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120 cited
  • 2020Where Has All the Data Gone?94 cited
  • 2024Fintech and financial sector: ADO analysis and future research agenda82 cited
  • 2024Does Alternative Data Improve Financial Forecasting? The Horizon Effect80 cited
  • 2021FinTech Lending and Cashless Payments78 cited
  • 2024How does data factor marketization influence urban carbon emission efficiency? A new method based on double machine learning59 cited
  • 2021Data deprivations, data gaps and digital divides: Lessons from the COVID-19 pandemic53 cited
  • 2023Data and Markets49 cited
  • 2023The Lost Capital Asset Pricing Model46 cited
  • 2023Digital transformation and enterprise inefficient investment: Under the view of financing constraints and earnings management38 cited
  • 2024Equilibrium Data Mining and Data Abundance34 cited
  • 2023Competition and selection in credit markets33 cited
  • 2022The Effect of Innovation Similarity on Asset Prices: Evidence from Patents’ Big Data29 cited