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Information Choice in Macroeconomics and Finance
0 references·16 citing·54 second hopsampled
Information Choice in Macroeconomics and Finance (2011)Information Choice in Macroeconomics and …How Competitive Is the Stock Market? Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing (2025)How Competitive Is the Stock …Economic uncertainty and investor attention (2023)Economic uncertainty and inve…Trading Costs and Informational Efficiency (2021)Trading Costs and Information…Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News (2020)Demand for Information, Uncer…Optimality of Debt under Flexible Information Acquisition (2019)Optimality of Debt under Flex…Is There Information Content in Information Acquisition? (2019)Is There Information Content …Shaping Expectations and Coordinating Attention: The Unintended Consequences of FOMC Press Conferences (2018)Shaping Expectations and Coor…Bank Transparency and Deposit Flows (2018)Bank Transparency and Deposit…Strategic pricing with rational inattention to quality (2017)Strategic pricing with ration…Behavioral Macroeconomics Via Sparse Dynamic Programming (2016)Behavioral Macroeconomics Via…Optimal Taxation with Behavioral Agents (2015)Optimal Taxation with Behavio…On Existence and Uniqueness of Equilibrium in a Class of Noisy Rational Expectations Models: Figure 1 (2015)On Existence and Uniqueness o…Information acquisition and learning from prices over the business cycle (2015)Information acquisition and l…Macroeconomics with Financial Frictions: A Survey (2013)Macroeconomics with Financial…Entropy and the Value of Information for Investors (2013)Entropy and the Value of Info…Price Inference in Small Markets (2012)Price Inference in Small Mark…The Use of Knowledge in Society (1996)The Geography of Investment: Informed Trading and Asset Prices (2001)Social Interaction and Stock‐Market Participation (2004)Smooth Trading with Overconfidence and Market Power (2013)Dynamic Thin Markets (2015)Essays in the Theory of Risk-Bearing. (1972)Risk Aversion and Incentive Effects (2002)Implications of rational inattention (2003)The value of information in monotone decision problems (2017)Quantifying Information and Uncertainty (2019)The Cost of Information: The Case of Constant Marginal Costs (2023)The General Theory of Employment, Interest and Money. (1936)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Credit Rationing in Markets with Imperfect Information (1981)Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9 (2012)Microeconomic Origins of Macroeconomic Tail Risks (2015)Intermediary Asset Pricing and the Financial Crisis (2018)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)Hedge Funds and Public Information Acquisition (2022)By What Criteria Do We Evaluate Accounting? Some Thoughts on Economic Welfare and the Archival Literature (2023)The Effect of Mandatory Disclosure Dissemination on Information Asymmetry among Investors: Evidence from the Implementation of the EDGAR System (2023)On the Impossibility of Informationally Efficient Markets (1980)Continuous Auctions and Insider Trading (1985)Investor Psychology and Security Market Under‐ and Overreactions (1998)Beyond Home Bias: International Portfolio Holdings and Information Heterogeneity (2021)Information Acquisition and the Pre-Announcement Drift (2021)Noise traders incarnate: Describing a realistic noise trading process (2021)Expectations and the neutrality of money (1972)Bank Ownership Structure, SME Lending and Local Credit Markets (2014)The Quantity of Corporate Credit Rationing with Matched Bank-Firm Data (2016)Financial Markets, the Real Economy, and Self‐Fulfilling Uncertainties (2019)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Mandating Women on Boards: Evidence from the United States (2018)Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements (2021)Retail Attention, Institutional Attention (2022)The determinants and implications of corporate cash holdings (1999)This Time Is Different (2009)What Determines Productivity? (2011)Bank Financial Reporting Opacity and Regulatory Intervention (2016)How Did Depositors Respond to COVID-19? (2021)Social Media as a Bank Run Catalyst (2023)PORTFOLIO SELECTION* (1952)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Economic policy uncertainty and earnings management: Evidence from Japan (2021)Extreme directional spillovers between investor attention and green bond markets (2022)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Retail Financial Innovation and Stock Market Dynamics: The Case of Target Date Funds (2020)Common Fund Flows: Flow Hedging and Factor Pricing (2022)Retail Financial Innovation and Stock Market Dynamics: The Case of Target Date Funds (2023)
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  • 2013Macroeconomics with Financial Frictions: A Survey198 cited
  • 2012Price Inference in Small Markets145 cited
  • 2018Bank Transparency and Deposit Flows141 cited
  • 2023Economic uncertainty and investor attention138 cited
  • 2018Shaping Expectations and Coordinating Attention: The Unintended Consequences of FOMC Press Conferences127 cited
  • 2025How Competitive Is the Stock Market? Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing120 cited
  • 2019Is There Information Content in Information Acquisition?111 cited
  • 2015On Existence and Uniqueness of Equilibrium in a Class of Noisy Rational Expectations Models: Figure 197 cited
  • 2013Entropy and the Value of Information for Investors93 cited
  • 2015Information acquisition and learning from prices over the business cycle90 cited
  • 2015Optimal Taxation with Behavioral Agents86 cited
  • 2017Strategic pricing with rational inattention to quality83 cited
  • 2021Trading Costs and Informational Efficiency82 cited
  • 2020Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News81 cited

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2016
Behavioral Macroeconomics Via Sparse Dynamic Programming
79 cited
  • 2019Optimality of Debt under Flexible Information Acquisition72 cited