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Switching Cost Models as Hypothesis Tests
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References

  • 2003Macroeconomic Expectations of Households and Professional Forecasters1,170 cited
  • 1987Menu Costs and the Neutrality of Money672 cited
  • 2013Optimal Inattention to the Stock Market With Information Costs and Transactions Costs164 cited
  • 1998Portfolio optimisation with strictly positive transaction costs and impulse control161 cited
  • 2007Rational Inattention and Portfolio Selection160 cited
  • 1987Menu Costs and the Neutrality of Money113 cited
  • 2001Asset Prices and Trading Volume Under Fixed Transactions Costs107 cited
  • 1995PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL71 cited
  • 2009Optimal Inattention to the Stock Market with Information Costs and Transactions Costs53 cited
  • 2015Asymptotics for fixed transaction costs38 cited
  • 2017Are State- and Time-Dependent Models Really Different?36 cited
  • 2009Inferential Expectations32 cited
  • 2015Time and State Dependence in an Ss Decision Experiment22 cited

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