SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Information Acquisition and the Pre-Announcement Drift · Study

PreprintShelves

PreprintInformation Acquisition and the Pre-Announcement Drift

Leyla Jianyu Han2021

OA

Preprintgreen2021

Information Acquisition and the Pre-Announcement Drift

Leyla Jianyu Han · Hengjie Ai · Ravi Bansal

38 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Stochastic processes and financial applications Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 38 citations exist upstream.

References

1980On the Impossibility of Informationally Efficient Markets 2003Implications of rational inattention 1980On the aggregation of information in competitive markets 2002Ambiguity, Risk, and Asset Returns in Continuous Time 1994A Model of Competitive Stock Trading Volume 2004Robust Portfolio Rules and Asset Pricing 1993A Model of Intertemporal Asset Prices Under Asymmetric Information 2009Information Acquisition and Under-Diversification

Cited by

2018Premium for Heightened Uncertainty: Solving the FOMC Puzzle

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2021Asset pricing and FOMC press conferencesarticle · 8 shared references 2023The Lost Capital Asset Pricing Modelarticle · 7 shared references 2022Macroeconomic Attention and Announcement Risk Premiaarticle · 6 shared references 2023Economic uncertainty and investor attentionarticle · 6 shared references 2020Information Inertiaarticle · 6 shared references 2025Market Returns and a Tale of Two Types of Attentionarticle · 6 shared references

Details

Year2021

Typepreprint

Published2021-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations38

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.3964349

openalex_workW4234887074

Links

Imported from OpenAlex (CC0) — nothing here is generated.