Argentesi, Elena; Lütkepohl, Helmut; Motta, Massimo - In: German Economic Review 11 (2010) 08, pp. 381-396
This paper deals with the determinants of agents' acquisition of information. Our econometric evidence shows that the general index of Italian share-prices and the series of Italy's financial newspaper sales are cointegrated, and the former series Granger-causes the latter, thereby giving...
