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Information Processing Constraints and Asset Mispricing

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  • Alasdair Brown

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  • Alasdair Brown, 2014. "Information Processing Constraints and Asset Mispricing," Economic Journal, Royal Economic Society, vol. 124(575), pages 245-268, March.
  • Handle: RePEc:wly:econjl:v:124:y:2014:i:575:p:245-268
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    File URL: http://hdl.handle.net/10.1111/ecoj.2014.124.issue-575
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    Cited by:

    1. Shen, Huayu & Zheng, Shaofeng & Xiong, Hao & Tang, Wenjie & Dou, Jiachun & Silverman, Henry, 2021. "Stock market mispricing and firm innovation based on path analysis," Economic Modelling, Elsevier, vol. 95(C), pages 330-343.
    2. Brown, Alasdair & Yang, Fuyu, 2016. "Limited cognition and clustered asset prices: Evidence from betting markets," Journal of Financial Markets, Elsevier, vol. 29(C), pages 27-46.
    3. Alasdair Brown, 2013. "Information Acquisition in Ostensibly Efficient Markets," University of East Anglia Applied and Financial Economics Working Paper Series 043, School of Economics, University of East Anglia, Norwich, UK..
    4. Angelini, Giovanni & De Angelis, Luca & Singleton, Carl, 2022. "Informational efficiency and behaviour within in-play prediction markets," International Journal of Forecasting, Elsevier, vol. 38(1), pages 282-299.
    5. Alasdair Brown & Fuyu Yang, 2017. "Salience and the Disposition Effect: Evidence from the Introduction of “Cash‐Outs” in Betting Markets," Southern Economic Journal, John Wiley & Sons, vol. 83(4), pages 1052-1073, April.
    6. Leighton Vaughan Williams & James Reade, 2014. "Prediction Markets, Twitter and Bigotgate," Economics Discussion Papers em-dp2014-09, Department of Economics, University of Reading.
    7. Caglayan, Mustafa & Pham, Tho & Talavera, Oleksandr & Xiong, Xiong, 2020. "Asset mispricing in peer-to-peer loan secondary markets," Journal of Corporate Finance, Elsevier, vol. 65(C).
    8. Alasdair Brown & Fuyu Yang, 2015. "Adverse Selection, Speed Bumps and Asset Market Quality," University of East Anglia Applied and Financial Economics Working Paper Series 070, School of Economics, University of East Anglia, Norwich, UK..

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