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Incentives for Information Production in Markets where Prices Affect Real Investment

Citations

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Cited by:

  1. David M. Goldberg & Jason K. Deane & Terry R. Rakes & Loren Paul Rees, 2022. "3D Printing Technology and the Market Value of the Firm," Information Systems Frontiers, Springer, vol. 24(4), pages 1379-1392, August.
  2. Akguc, Serkan & Choi, Jongmoo Jay, 2025. "Time horizon and corporate investment: Evidence from private and public firms around the world," Research in International Business and Finance, Elsevier, vol. 73(PA).
  3. Kevin Smith, 2024. "Risk information, investor learning, and informational feedback," Review of Accounting Studies, Springer, vol. 29(1), pages 237-275, March.
  4. Yasir Shahab & Yasir Riaz & Collins G. Ntim & Zhiwei Ye & Qingjing Zhang & Ran Feng, 2021. "Online feedback and crowdfunding finance in China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4634-4652, July.
  5. Rahi, Rohit, 2021. "Information acquisition with heterogeneous valuations," Journal of Economic Theory, Elsevier, vol. 191(C).
  6. Caio Machado & Ana Elisa Pereira, 2019. "Optimal Investment and Capital Structure with Stock Market Feedback," Documentos de Trabajo 527, Instituto de Economia. Pontificia Universidad Católica de Chile..
  7. Adra, Samer & Barbopoulos, Leonidas G., 2023. "The informational consequences of good and bad mergers," Journal of Corporate Finance, Elsevier, vol. 78(C).
  8. Christian Hellwig & Aleh Tsyvinski & Elias Albagli, 2010. "Information Aggregation and Investment Decisions," 2010 Meeting Papers 119, Society for Economic Dynamics.
  9. Christoph Siemroth, 2021. "When Can Decision Makers Learn from Financial Market Prices?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(6), pages 1523-1552, September.
  10. Steven Chong Xiao, 2020. "Do Noisy Stock Prices Impede Real Efficiency?," Management Science, INFORMS, vol. 66(12), pages 5990-6014, December.
  11. Liu, Xia & Liu, Shancun & Qi, Zhen & Wen, Chunhui, 2020. "Discretionary liquidity trading, information production and market efficiency," Finance Research Letters, Elsevier, vol. 35(C).
  12. Xu, Shaojun, 2023. "Behavioral asset pricing under expected feedback mode," International Review of Financial Analysis, Elsevier, vol. 86(C).
  13. Andrei, Daniel & Mann, William & Moyen, Nathalie, 2019. "Why did the q theory of investment start working?," Journal of Financial Economics, Elsevier, vol. 133(2), pages 251-272.
  14. Maryam Farboodi & Adrien Matray & Laura Veldkamp & Venky Venkateswaran, 2022. "Where Has All the Data Gone?," The Review of Financial Studies, Society for Financial Studies, vol. 35(7), pages 3101-3138.
  15. Zhang, Teng & Xu, Zhiwei, 2023. "The informational feedback effect of stock prices on corporate investments: A comparison of new energy firms and traditional energy firms in China," Energy Economics, Elsevier, vol. 127(PA).
  16. Boleslavsky, Raphael & Kelly, David L. & Taylor, Curtis R., 2017. "Selloffs, bailouts, and feedback: Can asset markets inform policy?," Journal of Economic Theory, Elsevier, vol. 169(C), pages 294-343.
  17. Ding, Haina & Guembel, Alexander & Ozanne, Alessio, 2020. "Market Information in Banking Supervision: The Role of Stress Test Design," TSE Working Papers 20-1144, Toulouse School of Economics (TSE).
  18. Gene Ambrocio, 2020. "Rational exuberance booms," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 35, pages 263-282, January.
  19. Gider, Jasmin & Schmickler, Simon & Westheide, Christian, 2019. "High-frequency trading and price informativeness," SAFE Working Paper Series 248, Leibniz Institute for Financial Research SAFE, revised 2019.
  20. Caio Machado & Ana Elisa Pereira, 2020. "Competing for Stock Market Feedback," Documentos de Trabajo 545, Instituto de Economia. Pontificia Universidad Católica de Chile..
  21. Paul Glasserman & Harry Mamaysky & Yiwen Shen, 2024. "Dynamic Information Regimes in Financial Markets," Management Science, INFORMS, vol. 70(9), pages 6069-6092, September.
  22. Maryam Farboodi & Adrien Matray & Laura Veldkamp & Venky Venkateswaran, 2020. "Where Has All the Data Gone?," NBER Working Papers 26927, National Bureau of Economic Research, Inc.
  23. Jin, Ling & Li, Zhisheng & Lu, Lei & Ni, Xiaoran, 2023. "Does stock market rescue affect investment efficiency in the real sector?," Journal of Financial Markets, Elsevier, vol. 65(C).
  24. Itay Goldstein, 2023. "Information in Financial Markets and Its Real Effects," Review of Finance, European Finance Association, vol. 27(1), pages 1-32.
  25. Dow, James & Han, Jungsuk & Sangiorgi, Francesco, 2024. "The short-termism trap: Catering to informed investors with limited horizons," Journal of Financial Economics, Elsevier, vol. 159(C).
  26. Matta, Rafael & Rocha, Sergio H. & Vaz, Paulo, 2025. "Predation by stock price manipulation," Journal of Corporate Finance, Elsevier, vol. 92(C).
  27. Siemroth, Christoph, 2019. "The informational content of prices when policy makers react to financial markets," Journal of Economic Theory, Elsevier, vol. 179(C), pages 240-274.
  28. Ordóñez-Calafí, Guillem & Thanassoulis, John, 2020. "Stock selling during takeovers," Journal of Corporate Finance, Elsevier, vol. 60(C).
  29. Matta, Rafael & Rocha, Sergio H. & Vaz, Paulo, 2025. "Short selling and product market competition," Journal of Banking & Finance, Elsevier, vol. 171(C).
  30. Huang, Xiaohong & Xu, Yue & Ni, Jian, 2024. "Operational decisions of public firms and feedback mechanism from stock market," Economics Letters, Elsevier, vol. 238(C).
  31. Zhang, Zuochao & Shen, Dehua, 2024. "Firm-specific new media sentiment and price synchronicity," Research in International Business and Finance, Elsevier, vol. 69(C).
  32. Cheung, William Ming Yan & Im, Hyun Joong & Selvam, Srinivasan, 2023. "Stock liquidity and investment efficiency: Evidence from the split-share structure reform in China," Emerging Markets Review, Elsevier, vol. 56(C).
  33. Pedraza, Alvaro, 2019. "Strategic information aggregation and learning from prices," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 208-225.
  34. Dou, Winston Wei & Ji, Yan & Wu, Wei, 2021. "Competition, profitability, and discount rates," Journal of Financial Economics, Elsevier, vol. 140(2), pages 582-620.
  35. Caio Machado & Ana Elisa Pereira, 2023. "Optimal Capital Structure with Stock Market Feedback," Review of Finance, European Finance Association, vol. 27(4), pages 1329-1371.
  36. Blomkvist, Magnus & Korkeamäki, Timo & Takalo, Tuomas, 2022. "Learning and staged equity financing," Journal of Corporate Finance, Elsevier, vol. 74(C).
  37. Jasmin Gider & Simon N. M. Schmickler & Christian Westheide, 2021. "High-Frequency Trading and Price Informativeness," CRC TR 224 Discussion Paper Series crctr224_2021_257, University of Bonn and University of Mannheim, Germany.
  38. Ahrash Dianat & Christoph Siemroth, 2021. "Correction to: Improving decisions with market information: an experiment on corporate prediction markets," Experimental Economics, Springer;Economic Science Association, vol. 24(3), pages 1074-1074, September.
  39. Xu, Zhiwei & Liu, Xuan & Zhang, Teng & Ren, Pengyue, 2024. "Do corporate managers glean information from their stock prices? New evidence from China's strategic emerging industries," Economic Modelling, Elsevier, vol. 141(C).
  40. Aslan, Hadiye & Kumar, Praveen, 2018. "The real effects of forced sales of corporate bonds," Journal of Monetary Economics, Elsevier, vol. 95(C), pages 1-17.
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