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Information tradeoffs in dynamic financial markets
16 references·6 citing·37 second hop
Information tradeoffs in dynamic financial markets (2016)Information tradeoffs in dynamic financia…Accounting Information, Disclosure, and the Cost of Capital (2007)Accounting Information, Discl…Determinants of the informativeness of analyst research (2006)Determinants of the informati…Fool's Gold: Social Proof in the Initiation and Abandonment of Coverage by Wall Street Analysts (2001)Fool's Gold: Social Proof in …The Seven Percent Solution (2000)The Seven Percent SolutionLiquidity, Information, and Infrequently Traded Stocks (1996)Liquidity, Information, and I…A Model of Competitive Stock Trading Volume (1994)A Model of Competitive Stock …Smart Money, Noise Trading and Stock Price Behaviour (1993)Smart Money, Noise Trading an…A Model of Intertemporal Asset Prices Under Asymmetric Information (1993)A Model of Intertemporal Asse…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Information Acquisition in a Noisy Rational Expectations Economy (1982)Information Acquisition in a …Information aggregation in a noisy rational expectations economy (1981)Information aggregation in a …On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the aggregation of information in competitive markets (1980)On the aggregation of informa…ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION (1976)ON THE EFFICIENCY OF COMPETIT…Expectations and the neutrality of money (1972)Expectations and the neutrali…Funding Constraints and Informational Efficiency (2020)Funding Constraints and Infor…Learning about noise (2018)Learning about noiseEstimating the Value of Information (2018)Estimating the Value of Infor…Strategic Trading with Risk Aversion and Information Flow (2017)Strategic Trading with Risk A…Can Socially Responsible Firms Survive Competition? An Analysis of Corporate Employee Matching Grant Schemes (2017)Can Socially Responsible Firm…Investment horizons and asset prices under asymmetric information (2015)Investment horizons and asset…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Herd Behavior and Investment (1988)Differences of Opinion Make a Horse Race (1993)Volume, Volatility, Price, and Profit When All Traders Are Above Average (1998)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)The Geography of Investment: Informed Trading and Asset Prices (2001)Liquidity Risk and Expected Stock Returns (2003)Market structure, information, futures markets, and price formation. (1984)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Illiquidity and stock returns: cross-section and time-series effects (2002)An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money (1958)Rational Expectations and the Theory of Price Movements (1961)Irreversibility, Uncertainty, and Cyclical Investment (1980)Rules, discretion and reputation in a model of monetary policy (1983)The Role of Monetary Policy (1995)International Norm Dynamics and Political Change (1998)Asset pricing and the bid-ask spread (1986)Liquidity and stock returns: An alternative test (1998)Is Information Risk a Determinant of Asset Returns? (2002)Information and the Cost of Capital (2004)Information and Competitive Price Systems (1976)The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities (1977)The Use of Knowledge in Society (1996)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Disclosure, Liquidity, and the Cost of Capital (1991)Legal Determinants of External Finance (1997)How does financial reporting quality relate to investment efficiency? (2009)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Noise (1986)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1972Expectations and the neutrality of money4,895 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,717 cited
  • 2007Accounting Information, Disclosure, and the Cost of Capital2,582 cited
  • 1996Liquidity, Information, and Infrequently Traded Stocks1,591 cited
  • 1976ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION1,438 cited
  • 1980On the aggregation of information in competitive markets1,247 cited
  • 1981Information aggregation in a noisy rational expectations economy1,068 cited
  • 1994A Model of Competitive Stock Trading Volume913 cited
  • 2000The Seven Percent Solution768 cited
  • 1993A Model of Intertemporal Asset Prices Under Asymmetric Information714 cited
  • 1982Information Acquisition in a Noisy Rational Expectations Economy639 cited
  • 2006Determinants of the informativeness of analyst research631 cited
  • 2001Fool's Gold: Social Proof in the Initiation and Abandonment of Coverage by Wall Street Analysts598 cited

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1993
Smart Money, Noise Trading and Stock Price Behaviour
589 cited

Cited by

  • 2017Can Socially Responsible Firms Survive Competition? An Analysis of Corporate Employee Matching Grant Schemes28 cited
  • 2018Estimating the Value of Information27 cited
  • 2015Investment horizons and asset prices under asymmetric information25 cited
  • 2020Funding Constraints and Informational Efficiency24 cited
  • 2017Strategic Trading with Risk Aversion and Information Flow19 cited
  • 2018Learning about noise19 cited