Optimal Inattention to the Stock Market with Information Costs and Transactions Costs
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- Stavros Panageas & Janice C. Eberly & Andrew B. Abel, 2011. "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs," 2011 Meeting Papers 102, Society for Economic Dynamics.
References listed on IDEAS
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- Janice C. Eberly, "undated". "Adjustment of Consumers' Durables Stocks: Evidence from Automobile Purchases," Rodney L. White Center for Financial Research Working Papers 22-91, Wharton School Rodney L. White Center for Financial Research.
- Eberly, J.C., 1990. "Adjustment of Consumers'durables Stocks: Evidence from Automobile Purchases," Weiss Center Working Papers 22-91, Wharton School - Weiss Center for International Financial Research.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Guiso, Luigi & Sodini, Paolo, 2013.
"Household Finance: An Emerging Field,"
Handbook of the Economics of Finance,
- Luigi Guiso & Paolo Sodini, 2012. "Household Finance. An Emerging Field," EIEF Working Papers Series 1204, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2012.
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"Long‐Run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention,"
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- Luo, Yulei & Young, Eric, 2013. "Long-run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention," MPRA Paper 52904, University Library of Munich, Germany.
- Xavier Gabaix, 2014. "A Sparsity-Based Model of Bounded Rationality," The Quarterly Journal of Economics, Oxford University Press, vol. 129(4), pages 1661-1710.
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- Francis Breedon & Angelo Ranaldo, 2012. "Intraday Patterns in FX Returns and Order Flow," Working Papers 694, Queen Mary University of London, School of Economics and Finance.
- repec:hrv:faseco:33907956 is not listed on IDEAS
- Jonathan Huntley & Valentina Michelangeli, 2014. "Can Tax Rebates Stimulate Consumption Spending in a Life-Cycle Model?," American Economic Journal: Macroeconomics, American Economic Association, vol. 6(1), pages 162-189, January.
- Luo, Yulei & Young, Eric, 2013. "Rational Inattention in Macroeconomics: A Survey," MPRA Paper 54267, University Library of Munich, Germany.
- Rene Garcia & Carlos Carvalho & Marco Bonomo, 2013. "Time- and State-Dependent Pricing: A Unified Framework," 2013 Meeting Papers 759, Society for Economic Dynamics.
- Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco, 2014. "Individual investors and suboptimal early exercises in the fixed-income market," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe 14, University of Passau, Faculty of Business and Economics.
More about this item
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-05-30 (All new papers)
- NEP-MAC-2009-05-30 (Macroeconomics)
- NEP-ORE-2009-05-30 (Operations Research)
- NEP-UPT-2009-05-30 (Utility Models & Prospect Theory)
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