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Hendershott, Terrence; Livdan, Dmitry; Schürhoff, Norman - In: Journal of financial economics 117 (2015) 2, pp. 249-287

Persistent link: https://www.econbiz.de/10011479892

Is information risk priced in Indian stock market?

Goel, Anshi; Tripathi, Vanita; Agarwal, Megha - In: Finance India : the quarterly journal of Indian … 35 (2021) 4, pp. 1273-1298

Persistent link: https://www.econbiz.de/10013272745

Passive investment strategies and financial bubbles

Fischer, Thomas - 2012

In this paper, a model of bounded rational investors investing their portfolio in a passive investment vehicle (e.g., an Exchange Traded Fund replicating a broad index) or an actively managed fund is presented. The model proposes that the quick reswitching of these short-term oriented investors...

Persistent link: https://www.econbiz.de/10010323727

Market based compensation, price informativeness and short-term trading

Calcagno, Riccardo; Heider, Florian - 2007

trade depends on trading that is unrelated to any information about the firm. Ideally, the CEO should be shielded from … shocks that are not informative about his actions. But since information trading is impossible without non- nformation … trading (due to the ”no-trade” theorem), shocks to prices caused by the latter are an unavoidable cost of market based pay …

Persistent link: https://www.econbiz.de/10011604781