Search Results - subject:"Dynamic information acquisition"

Following beliefs or excluding the worst? : the role of unfindable state in learning

Majskaja, Tatʹjana - In: European economic review : EER 162 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10015076029

Dynamic Rational Inattention and the Phillips Curve

Afrouzi, Hassan; Yang, Choongryul - 2021

We develop a fast, tractable, and robust method for solving the transition path of dynamic rational inattention problems in linear-quadratic-Gaussian settings. As an application of our general framework, we develop an attention-driven theory of dynamic pricing in which the Phillips curve slope...

Persistent link: https://www.econbiz.de/10012492986

Dynamic rational inattention and the Phillips curve

Afrouzi, Hassan; Yang, Choongryul - 2021

Persistent link: https://www.econbiz.de/10012417763

Strategic trading with information acquisition and long-memory stochastic liquidity

Han, Jinhui; Li, Xiaolong; Ma, Guiyuan; Kennedy, Adrian … - In: European journal of operational research : EJOR 308 (2023) 1, pp. 480-495

Persistent link: https://www.econbiz.de/10014283068

Optimal dynamic information acquisition

Zhong, Weijie - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 4, pp. 1537-1582

Persistent link: https://www.econbiz.de/10013382393

Strategic trading and unobservable information acquisition

Banerjee, Snehal; Breon-Drish, Bradyn - In: Journal of financial economics 138 (2020) 2, pp. 458-482

Persistent link: https://www.econbiz.de/10012653063

How bookbuilding information affects Korean IPO pricing processes

Eom, Chanyoung; Jun, Sang-gyung - In: Asia-Pacific journal of financial studies 42 (2013) 6, pp. 939-968

Persistent link: https://www.econbiz.de/10010251323