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Investor competition over information and the pricing of information asymmetry
Akins, Brian K.; Ng, Jeffrey; Verdi, Rodrigo S. - In: The accounting review : a publication of the American … 87 (2012) 1, pp. 35-58
Persistent link: https://www.econbiz.de/10009506473
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Information content of market movements
Lashgari, Malek K. - In: The journal of business and economic studies 19 (2013) 2, pp. 26-38
Persistent link: https://www.econbiz.de/10010464291
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Investor sentiment with information shock in the stock market
Yang, Chunpeng; Wu, Huihui - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 2, pp. 510-524
Persistent link: https://www.econbiz.de/10012423808
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Information, volatility and the cost of capital
De Launois, Tanguy - 2009
Persistent link: https://www.econbiz.de/10003986036
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Delegated trade and the pricing of public and private information
Taylor, Daniel J.; Verrechia, Robert E. - In: Journal of accounting & economics 60 (2015) 2/3, pp. 8-32
Persistent link: https://www.econbiz.de/10011437509
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Information and the cost of capital in a mean-variance efficient market
Johnstone, D. J. - In: Journal of business finance & accounting : JBFA 42 (2015) 1/2, pp. 79-100
Persistent link: https://www.econbiz.de/10011525582
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Government insurance, information, and asset prices
Wegner, Danilo Lopomo Beteto - In: International review of economics & finance : IREF 37 (2015), pp. 165-183
Persistent link: https://www.econbiz.de/10011542054
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Disagreement, Information Quality and Asset Prices
Xiouros, Costas - 2019
We solve analytically a pure exchange general equilibrium model with a continuum of agents that agree to disagree on how they interpret information. Disagreement fluctuates with information quality and the disagreement model is estimated using data on professional forecasts. We fi nd that...
Persistent link: https://www.econbiz.de/10012859149
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Social networks, information acquisition, and asset prices
Han, Bing; Yang, Liyan - In: Management science : journal of the Institute for … 59 (2013) 6, pp. 1444-1457
Persistent link: https://www.econbiz.de/10009777016
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Financial markets with data-driven investment decisions
Adriaens, Henricus Petrus Johannes Maria - 2008
Persistent link: https://www.econbiz.de/10003846225