Farboodi, Maryam; Singal, Dhruv; Veldkamp, Laura; … - National Bureau of Economic Research - 2022
How should an investor value financial data? The answer is complicated because it depends on the characteristics of all … information about others' characteristics. It can value data that is public or private, about one or many assets, relevant for … dividends or for sentiment. While different data types have different valuations, heterogeneous investors value the same data …