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Market Power and Price Informativeness
16 references·0 citing·41 second hop
Market Power and Price Informativeness (2024)Market Power and Price InformativenessA Rational Theory of Mutual Funds' Attention Allocation (2016)A Rational Theory of Mutual F…Scale and skill in active management (2014)Scale and skill in active man…The Real Effects of Financial Markets (2012)The Real Effects of Financial…Institutional Investors and the Informational Efficiency of Prices (2009)Institutional Investors and t…Information Immobility and the Home Bias Puzzle (2009)Information Immobility and th…Information Acquisition and Under-Diversification (2009)Information Acquisition and U…Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Does Fund Size Erode Mutual F…Implications of rational inattention (2003)Implications of rational inat…The Going‐Public Decision and the Development of Financial Markets (1999)The Going‐Public Decision and…Stock Market Efficiency and Economic Efficiency: Is There a Connection? (1997)Stock Market Efficiency and E…A Model of Intertemporal Asset Prices Under Asymmetric Information (1993)A Model of Intertemporal Asse…Long-Lived Private Information and Imperfect Competition (1992)Long-Lived Private Informatio…Informed Speculation with Imperfect Competition (1989)Informed Speculation with Imp…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets (1985)A Noisy Rational Expectations…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…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)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Investment analysis and price formation in securities markets (1995)Presidential Address: Liquidity and Price Discovery (2003)Information aggregation in a noisy rational expectations economy (1981)Tests of microstructural hypotheses in the foreign exchange market (1995)Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading (1996)Information Asymmetry, Information Precision, and the Cost of Capital (2011)Markets and Hierarchies: Analysis and Antitrust Implications. (1976)Insiders and Outsiders: The Choice between Informed and Arm's-Length Debt (1992)Tobin's q, Corporate Diversification, and Firm Performance (1994)Market microstructure: A survey (2000)Value‐Enhancing Capital Budgeting and Firm‐specific Stock Return Variation (2004)Corporate financing and investment decisions when firms have information that investors do not have (1984)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (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 Nature of the Firm (1937)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)The Small World of Investing: Board Connections and Mutual Fund Returns (2008)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)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)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Beauty Contests and Iterated Expectations in Asset Markets (2006)Individual Investors and Local Bias (2010)Testing Asymmetric-Information Asset Pricing Models (2012)Illiquidity and stock returns: cross-section and time-series effects (2002)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 2003Implications of rational inattention3,869 cited
  • 2004Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization1,429 cited
  • 1989Informed Speculation with Imperfect Competition963 cited
  • 2012The Real Effects of Financial Markets899 cited
  • 2009Information Immobility and the Home Bias Puzzle876 cited
  • 1999The Going‐Public Decision and the Development of Financial Markets841 cited
  • 1992Long-Lived Private Information and Imperfect Competition802 cited
  • 1985A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets779 cited
  • 2009Institutional Investors and the Informational Efficiency of Prices763 cited
  • 1993A Model of Intertemporal Asset Prices Under Asymmetric Information714 cited
  • 2009Information Acquisition and Under-Diversification663 cited
  • 1997Stock Market Efficiency and Economic Efficiency: Is There a Connection?634 cited
  • 2016A Rational Theory of Mutual Funds' Attention Allocation559 cited

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Scale and skill in active management
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