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Where Has All the Data Gone?
16 references·10 citing·50 second hop
Where Has All the Data Gone? (2020)Where Has All the Data Gone?Noisy Stock Prices and Corporate Investment (2018)Noisy Stock Prices and Corpor…The source of information in prices and investment-price sensitivity (2017)The source of information in …Have financial markets become more informative? (2016)Have financial markets become…The Effects of Twitter Sentiment on Stock Price Returns (2015)The Effects of Twitter Sentim…Trading frenzies and their impact on real investment (2013)Trading frenzies and their im…The Real Effects of Financial Markets (2012)The Real Effects of Financial…Testing Asymmetric-Information Asset Pricing Models (2012)Testing Asymmetric-Informatio…Competition and Bias (2010)Competition and BiasOptimal Sticky Prices under Rational Inattention (2009)Optimal Sticky Prices under R…Information Immobility and the Home Bias Puzzle (2009)Information Immobility and th…Value‐Enhancing Capital Budgeting and Firm‐specific Stock Return Variation (2004)Value‐Enhancing Capital Budge…Mutual Fund Flows and Performance in Rational Markets (2004)Mutual Fund Flows and Perform…Implications of rational inattention (2003)Implications of rational inat…Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Bad News Travels Slowly: Size…Size and Book-to-Market Factors in Earnings and Returns (1995)Size and Book-to-Market Facto…A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets (1985)A Noisy Rational Expectations…Market Power and Price Informativeness (2024)Market Power and Price Inform…Does Alternative Data Improve Financial Forecasting? The Horizon Effect (2024)Does Alternative Data Improve…Data and the Aggregate Economy (2024)Data and the Aggregate EconomyThe Changing Economics of Knowledge Production (2023)The Changing Economics of Kno…More Risk, More Information: How Passive Ownership Can Improve Informational Efficiency (2023)More Risk, More Information: …Data and Markets (2023)Data and MarketsThe Anatomy of Banks’ IT Investments: Drivers and Implications (2022)The Anatomy of Banks’ IT Inve…What Moves Stock Prices? The Roles of News, Noise, and Information (2021)What Moves Stock Prices? The …The Equilibrium Consequences of Indexing (2021)The Equilibrium Consequences …Asset pricing on earnings announcement days (2021)Asset pricing on earnings ann…Some International Evidence on Output-Inflation Tradeoffs. (1973)An Economic Theory of Self-Control (1977)Golden Eggs and Hyperbolic Discounting (1997)Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve (2002)Were There Regime Switches in U.S. Monetary Policy? (2006)In Search of Attention (2011)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Does board gender diversity improve the informativeness of stock prices? (2011)Does female representation in top management improve firm performance? A panel data investigation (2012)An Intertemporal Capital Asset Pricing Model (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Industry costs of equity (1997)A five-factor asset pricing model (2014)Risk, Return, and Equilibrium: Empirical Tests (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)The Cross‐Section of Volatility and Expected Returns (2006)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)The Real Effects of Financial Shocks: Evidence from Exogenous Changes in Analyst Coverage (2012)Blockholders and Corporate Governance (2014)Short Selling and Earnings Management: A Controlled Experiment (2015)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)On Persistence in Mutual Fund Performance (1997)Costly Search and Mutual Fund Flows (1998)Asset Fire Sales (and Purchases) in Equity Markets (2005)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Staggered Prices in a Utility-Maximizing Framework (1996)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Information Acquisition and Under-Diversification (2009)What Can Survey Forecasts Tell Us about Information Rigidities? (2012)Is the Phillips Curve Alive and Well after All? Inflation Expectations and the Missing Disinflation (2015)Conditional logit analysis of qualitative choice behavior (1972)A New Measure of Disclosure Quality: The Level of Disaggregation of Accounting Data in Annual Reports (2015)Do Prices Reveal the Presence of Informed Trading? (2015)The impacts of political uncertainty on asset prices: Evidence from the Bo scandal in China (2017)On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)Don't Believe the Hype: Local Media Slant, Local Advertising, and Firm Value (2012)Geographic dispersion and stock returns (2012)Investor Attention and Stock Market Volatility (2014)Beauty Contests and Iterated Expectations in Asset Markets (2006)Individual Investors and Local Bias (2010)
this work references cited by second hop

References

  • 2003Implications of rational inattention3,869 cited
  • 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
  • 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies2,639 cited
  • 2004Mutual Fund Flows and Performance in Rational Markets2,082 cited
  • 2009Optimal Sticky Prices under Rational Inattention967 cited
  • 2012The Real Effects of Financial Markets899 cited
  • 2004Value‐Enhancing Capital Budgeting and Firm‐specific Stock Return Variation890 cited
  • 2009Information Immobility and the Home Bias Puzzle876 cited
  • 1985A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets779 cited
  • 2012Testing Asymmetric-Information Asset Pricing Models584 cited
  • 2010Competition and Bias521 cited
  • 2016Have financial markets become more informative?409 cited
  • 2015The Effects of Twitter Sentiment on Stock Price Returns394 cited
  • 2017The source of information in prices and investment-price sensitivity302 cited
  • 2013Trading frenzies and their impact on real investment277 cited
  • 2018

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Noisy Stock Prices and Corporate Investment
252 cited

Cited by

  • 2023The Changing Economics of Knowledge Production166 cited
  • 2024Data and the Aggregate Economy146 cited
  • 2021What Moves Stock Prices? The Roles of News, Noise, and Information88 cited
  • 2024Does Alternative Data Improve Financial Forecasting? The Horizon Effect80 cited
  • 2021The Equilibrium Consequences of Indexing76 cited
  • 2023Data and Markets49 cited
  • 2023More Risk, More Information: How Passive Ownership Can Improve Informational Efficiency47 cited
  • 2021Asset pricing on earnings announcement days34 cited
  • 2024Market Power and Price Informativeness30 cited
  • 2022The Anatomy of Banks’ IT Investments: Drivers and Implications21 cited