IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

Citations for "Information Acquisition in a Noisy Rational Expectations Economy"

by Verrecchia, Robert E

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Brennan, Michael J & Thakor, Anjan V, 1990. " Shareholder Preferences and Dividend Policy," Journal of Finance, American Finance Association, vol. 45(4), pages 993-1018, September.
  2. Ehrlich, Isaac & Shin, Jong Kook & Yin, Yong, 2011. "Private Information, Human Capital, and Optimal "Home Bias" in Financial Markets," IZA Discussion Papers 6060, Institute for the Study of Labor (IZA).
  3. Luigi Guiso & Tullio Jappelli, 2006. "Information Acquisition and Portfolio Performance," CeRP Working Papers 52, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  4. Giovanni Cespa & Thierry Foucault, 2008. "Insiders-Outsiders, Transparency and the Value of the Ticker," Working Papers 628, Queen Mary University of London, School of Economics and Finance.
  5. Duong Nguyen & Tribhuvan Puri, 2014. "Information asymmetry and accounting restatement: NYSE-AMEX and NASDAQ evidence," Review of Quantitative Finance and Accounting, Springer, vol. 43(2), pages 211-244, August.
  6. Laih, Yih-Wenn & Lai, Hung-Neng & Li, Chun-An, 2015. "Analyst valuation and corporate value discovery," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 235-248.
  7. Froot, Kenneth A & Scharftstein, David S & Stein, Jeremy C, 1992. " Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation," Journal of Finance, American Finance Association, vol. 47(4), pages 1461-84, September.
  8. Edouard Challe & Edouard Chretien, 2014. "Market composition and price informativeness in a large market with endogenous order types," Working Papers hal-01060216, HAL.
  9. Siemroth, Christoph, 2014. "Why prediction markets work : The role of information acquisition and endogenous weighting," Working Papers 14-02, University of Mannheim, Department of Economics.
  10. Peng, Lin & Xiong, Wei, 2006. "Investor attention, overconfidence and category learning," Journal of Financial Economics, Elsevier, vol. 80(3), pages 563-602, June.
  11. Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable Consumption and Asset Management with Transaction and Observation Costs," Economics Working Papers ECO2010/04, European University Institute.
  12. Martin Hellwig, 2005. "Market Discipline, Information Processing, and Corporate Governance," Working Paper Series of the Max Planck Institute for Research on Collective Goods 2005_19, Max Planck Institute for Research on Collective Goods.
  13. Jordi Mondria, 2006. "Financial Contagion and Attention Allocation," 2006 Meeting Papers 177, Society for Economic Dynamics.
  14. repec:use:tkiwps:2525 is not listed on IDEAS
  15. Gadi Barlevy & Pietro Veronesi, . "Information Acquisition in Financial Markets," CRSP working papers 360, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  16. Guiso, Luigi & Jappelli, Tullio, 2005. "Awareness and stock market participation," CFS Working Paper Series 2005/29, Center for Financial Studies (CFS).
  17. Diego García & Branko Urosevic, 2004. "Noise and aggregation of information in large markets," Economics Working Papers 785, Department of Economics and Business, Universitat Pompeu Fabra.
  18. Marc-Andreas Muendler, 2005. "Rational Information Choice in Financial Market Equilibrium," CESifo Working Paper Series 1436, CESifo Group Munich.
  19. George, Thomas J. & Hwang, Chuan-Yang, 1998. "Endogenous market statistics and security pricing:: An empirical investigation," Journal of Financial Markets, Elsevier, vol. 1(3-4), pages 285-319, September.
  20. Peress, Joel, 2010. "The tradeoff between risk sharing and information production in financial markets," Journal of Economic Theory, Elsevier, vol. 145(1), pages 124-155, January.
  21. Wen-Chung Guo & Sy-Ming Guu & Ting-Yun Chang, 2011. "Equilibrium Information Acquisition, Prediction Abilities and Asset Prices," Computational Economics, Society for Computational Economics, vol. 37(1), pages 89-111, January.
  22. Robert S. Gibbons & Richard T. Holden & Michael L. Powell, 2010. "Rational-Expectations Equilibrium in Intermediate Good Markets," NBER Working Papers 15783, National Bureau of Economic Research, Inc.
  23. C. Yiu & S. Wong & K. Chau, 2009. "Transaction Volume and Price Dispersion in the Presale and Spot Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 38(3), pages 241-253, April.
  24. Heinemann, Maik, 2009. "E-stability and stability of adaptive learning in models with private information," Journal of Economic Dynamics and Control, Elsevier, vol. 33(12), pages 2001-2014, December.
  25. Detemple, Jérôme B. & Kihlstrom, Richard E., 1987. "Acquisition d’information dans un modèle intertemporel en temps continu," L'Actualité Economique, Société Canadienne de Science Economique, vol. 63(2), pages 118-137, juin et s.
  26. Gabriel Desgranges & Céline Rochon, 2013. "Conformism and public news," Economic Theory, Springer, vol. 52(3), pages 1061-1090, April.
  27. Muendler, Marc-Andreas, 2005. "The Action Value of Information and the Natural Transparency Limit¤," University of California at San Diego, Economics Working Paper Series qt6qb079x5, Department of Economics, UC San Diego.
  28. Bester, Helmut & Ritzberger, Klaus, 2001. "Strategic pricing, signalling, and costly information acquisition," International Journal of Industrial Organization, Elsevier, vol. 19(9), pages 1347-1361, November.
  29. C.J.M. Kool & S. Rosenkranz & M. Middeldorp, 2007. "Listening Without Understanding: Central Bank Transparency, Financial Markets and the Crowding Out of Private Information," Working Papers 07-19, Utrecht School of Economics.
  30. Challe, Edouard & Chrétien, Edouard, 2015. "Market composition and price informativeness in a large market with endogenous order types," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 679-696.
  31. Krebs, Tom, 2007. "Rational expectations equilibrium and the strategic choice of costly information," Journal of Mathematical Economics, Elsevier, vol. 43(5), pages 532-548, June.
  32. Kurlat, Pablo & Veldkamp, Laura, 2015. "Should we regulate financial information?," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 697-720.
  33. Edelen, Roger M., 1999. "Investor flows and the assessed performance of open-end mutual funds," Journal of Financial Economics, Elsevier, vol. 53(3), pages 439-466, September.
  34. Margarida Abreu & Victor Mendes, 2011. "Information, Overconfidence and Trading: Do the Sources of Information Matter?," Working Papers Department of Economics 2011/25, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  35. Ko, K. Jeremy & (James) Huang, Zhijian, 2007. "Arrogance can be a virtue: Overconfidence, information acquisition, and market efficiency," Journal of Financial Economics, Elsevier, vol. 84(2), pages 529-560, May.
  36. Haifeng You & Xiao-Jun Zhang, 2011. "Limited attention and stock price drift following earnings announcements and 10-K filings," China Finance Review International, Emerald Group Publishing, vol. 1(4), pages 358-387, August.
  37. Tarek A. Hassan & Thomas M. Mertens, 2014. "Information Aggregation in a DSGE Model," NBER Working Papers 20193, National Bureau of Economic Research, Inc.
  38. Diego García & Francesco Sangiorgi & Branko Urošević, 2007. "Overconfidence and Market Efficiency with Heterogeneous Agents," Economic Theory, Springer, vol. 30(2), pages 313-336, February.
  39. Andrea Pinna, 2015. "Price Formation of Pledgeable Securities," BEMPS - Bozen Economics & Management Paper Series BEMPS26, School of Economics and Management at the Free University of Bozen.
  40. Alan D. Morrison, 2004. "Competition and Information Production in Market Maker Models," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(7-8), pages 1171-1190.
  41. Mondria, Jordi, 2010. "Portfolio choice, attention allocation, and price comovement," Journal of Economic Theory, Elsevier, vol. 145(5), pages 1837-1864, September.
  42. Kothari, S.P. & Weber, Joseph & Frankel, Richard M., 2002. "Determinants of the Informativeness of Analyst Research," Working papers 4243-02, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  43. Liang, Woan-lih & Lin, Hsiou-wei W. & Syu, Yir-Jung, 2010. "Precision of Investor Information and Financial Disclosure," International Review of Economics & Finance, Elsevier, vol. 19(4), pages 627-632, October.
  44. Maffett, Mark, 2012. "Financial reporting opacity and informed trading by international institutional investors," Journal of Accounting and Economics, Elsevier, vol. 54(2), pages 201-220.
  45. Muendler, Marc-Andreas, 2008. "Risk-neutral investors do not acquire information," Finance Research Letters, Elsevier, vol. 5(3), pages 156-161, September.
  46. Biais, Bruno & Foucault, Thierry, 1993. "Asymétrie d’information et marchés financiers : une synthèse de la littérature récente," L'Actualité Economique, Société Canadienne de Science Economique, vol. 69(1), pages 8-44, mars.
  47. Gabriel Desgranges & Céline Rochon, 2008. "Conformism, Public News and Market Efficiency," THEMA Working Papers 2008-24, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  48. Morrison, Alan D. & Vulkan, Nir, 2005. "Making money out of publicly available information," Economics Letters, Elsevier, vol. 89(1), pages 31-38, October.
  49. Pasquariello, Paolo, 2014. "Prospect Theory and market quality," Journal of Economic Theory, Elsevier, vol. 149(C), pages 276-310.
  50. Rafael Hortala-Vallve & Valentino Larcinese & Stephanie Rickard, 2013. "The Perverse Consequences of Policy Restrictions in the Presence of Asymmetric Information," STICERD - Economic Organisation and Public Policy Discussion Papers Series 048, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  51. Larson, Nathan, 2011. "Clustering on the same news sources in an asset market," MPRA Paper 32823, University Library of Munich, Germany.
  52. Sciubba, E., 1999. "Asymmetric Information and Survival in Financial Markets," Cambridge Working Papers in Economics 9908, Faculty of Economics, University of Cambridge.
  53. Makarov, Igor & Rytchkov, Oleg, 2012. "Forecasting the forecasts of others: Implications for asset pricing," Journal of Economic Theory, Elsevier, vol. 147(3), pages 941-966.
  54. Mäkinen, Taneli & Ohl, Björn, 2015. "Information acquisition and learning from prices over the business cycle," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 585-633.
  55. repec:cep:stieop:48 is not listed on IDEAS
  56. Rong Lu & Baizhu Chen & Longbing Xu & Xinhou Xie, 2008. "Redemption puzzle of open-end fund market in China," Psychometrika, Springer, vol. 3(3), pages 430-450, September.
  57. Bade, Sophie, 2011. "Matching Allocation Problems with Endogenous Information Acquisition," Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48735, Verein für Socialpolitik / German Economic Association.
  58. Gajewski, Jean-François & Quéré, Bertrand ¨P., 2013. "A Comparison of the Effects of Earnings Disclosures on Information Asymmetry: Evidence from France and the U.S," The International Journal of Accounting, Elsevier, vol. 48(1), pages 1-25.
  59. Bushman, Robert M. & Smith, Abbie J., 2001. "Financial accounting information and corporate governance," Journal of Accounting and Economics, Elsevier, vol. 32(1-3), pages 237-333, December.
  60. Vlastakis, Nikolaos & Markellos, Raphael N., 2012. "Information demand and stock market volatility," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1808-1821.
  61. Liu, Jun & Peleg, Ehud & Subrahmanyam, Avanidhar, 2004. "The Value of Private Information," University of California at Los Angeles, Anderson Graduate School of Management qt71t9z3w3, Anderson Graduate School of Management, UCLA.
  62. Juan Dubra & Helios Herrera, 2002. "Market Participation, Information and Volatility," Working Papers 0206, Centro de Investigacion Economica, ITAM.
  63. Mäkinen, Taneli & Ohl, Björn, 2012. "Information Acquisition and Learning from Prices Over the Business Cycle," SSE/EFI Working Paper Series in Economics and Finance 740, Stockholm School of Economics, revised 11 Nov 2012.
  64. Siemroth, Christoph, 2014. "Why prediction markets work : the role of information acquisition and endogenous weighting," Working Papers 14-29, University of Mannheim, Department of Economics.
  65. Mario Padula & Yuri Pettinicchi, 2013. "Providing Financial Education: A General Equilibrium Approach," CSEF Working Papers 334, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  66. García, Diego & Urošević, Branko, 2013. "Noise and aggregation of information in large markets," Journal of Financial Markets, Elsevier, vol. 16(3), pages 526-549.
  67. Yuri Pettinicchi, 2012. "Financial Literacy, Information Acquisition and Asset Pricing Implications," Working Papers 2012_03, Department of Economics, University of Venice "Ca' Foscari".
  68. Lin Peng & Wei Xiong & Tim Bollerslev, 2007. "Investor Attention and Time-varying Comovements," European Financial Management, European Financial Management Association, vol. 13(3), pages 394-422.
  69. repec:use:tkiwps:2626 is not listed on IDEAS
  70. Maik Heinemann, 2007. "E–stability and stability of adaptive learning in models with asymmetric information," Working Paper Series in Economics 69, University of Lüneburg, Institute of Economics.
  71. Solomon, David H. & Soltes, Eugene & Sosyura, Denis, 2014. "Winners in the spotlight: Media coverage of fund holdings as a driver of flows," Journal of Financial Economics, Elsevier, vol. 113(1), pages 53-72.
  72. Gabriel Desgranges & Maik Heinemann, 2008. "Strongly Rational Expectations Equilibria,Endogenous Acquisition of Information and the Grossman–Stiglitz Paradox," THEMA Working Papers 2008-25, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  73. Abe, Naohito & Chung, Yessica C.Y., 2009. "Voluntary Information Disclosure and Corporate Governance : The Empirical Evidence on Earnings Forecasts," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 50(2), pages 59-74, December.
  74. Chan, Kalok & Hameed, Allaudeen, 2006. "Stock price synchronicity and analyst coverage in emerging markets," Journal of Financial Economics, Elsevier, vol. 80(1), pages 115-147, April.
  75. Matthew O. Jackson & James Peck, 1993. "Costly Information Acquisition," Discussion Papers 1087, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  76. Pavan, Alessandro & Vives, Xavier, 2015. "Information, Coordination, and Market Frictions: An Introduction," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 407-426.
  77. Maik Heinemann, 2010. "Stability under learning of equilibria in financial markets with supply information," Economics Bulletin, AccessEcon, vol. 30(1), pages 383-391.
  78. Goettler, Ronald L. & Parlour, Christine A. & Rajan, Uday, 2009. "Informed traders and limit order markets," Journal of Financial Economics, Elsevier, vol. 93(1), pages 67-87, July.
  79. Frankel, Richard & Kothari, S.P. & Weber, Joseph, 2006. "Determinants of the informativeness of analyst research," Journal of Accounting and Economics, Elsevier, vol. 41(1-2), pages 29-54, April.
  80. Agastya, Murali, 2003. "Insider Trading, Informational Effciency and Allocative Effciency," Working Papers 6, University of Sydney, School of Economics.
  81. Ardalan, Kavous, 1998. "Financial markets with asymmetric information: An expository review of seminal models," International Review of Economics & Finance, Elsevier, vol. 7(1), pages 23-51.
  82. Eichler, Stefan, 2012. "Equity home bias and corporate disclosure," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1008-1032.
  83. Makarov, Dmitry & Schornick, Astrid V., 2010. "A note on wealth effect under CARA utility," Finance Research Letters, Elsevier, vol. 7(3), pages 170-177, September.
  84. Martin Dierker, 2006. "Endogenous Information Acquisition with Cournot Competition," Annals of Finance, Springer, vol. 2(4), pages 369-395, October.
  85. Chemmanur, Thomas J. & Liu, Mark H., 2011. "Institutional trading, information production, and the choice between spin-offs, carve-outs, and tracking stock issues," Journal of Corporate Finance, Elsevier, vol. 17(1), pages 62-82, February.
  86. Alisdair McKay, 2013. "Search for Financial Returns and Social Security Privatization," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(2), pages 253-270, April.
  87. Verrecchia, Robert E., 2001. "Essays on disclosure," Journal of Accounting and Economics, Elsevier, vol. 32(1-3), pages 97-180, December.
  88. Han, Jerry C. Y. & Wild, John J., 2000. "Predisclosure Information, Firm Capitalization, and Earnings Information Transfers," Journal of Business Research, Elsevier, vol. 49(3), pages 273-288, September.
  89. Alan Morrison & Nir Vulkan, 2003. "Making Money out of Publicly Available Information," Economics Series Working Papers 2003-FE-07, University of Oxford, Department of Economics.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.