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Volatility
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McAleer, Michael
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69
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68
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68
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Corbet, Shaen
64
Lucey, Brian M.
64
Lux, Thomas
64
Salisu, Afees A.
63
Dijk, Dick van
62
Wohar, Mark E.
61
Clements, Adam
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Applied economics letters
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Economics letters
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ECONIS (ZBW)
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1
Learning from prices : information aggregation and accumulation in an asset market
Berardi, Michele
- In:
Annals of finance
17
(
2021
)
1
,
pp. 45-77
Persistent link: https://www.econbiz.de/10012489937
Saved in:
2
Multi-layered rational inattention and time-varying
volatility
Hobler, Stephan
- In:
Journal of economic dynamics & control
138
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013464745
Saved in:
3
Information processing costs and stock price informativeness : evidence from the XBRL mandate
Huang, Yuyun
;
Shan, Yuan George
;
Yang, Wenling
- In:
Australian journal of management
46
(
2021
)
1
,
pp. 110-131
Persistent link: https://www.econbiz.de/10012485827
Saved in:
4
Information acquisition and asset price
volatility
Baek, Seungjun
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10013339261
Saved in:
5
The role of two frictions in geographic price dispersion : when market friction meets nominal rigidity
Choi, Chi-young
;
Choi, Horag
- In:
Journal of international money and finance
63
(
2016
),
pp. 1-27
Persistent link: https://www.econbiz.de/10011668337
Saved in:
6
The effect of derivative assets in information acquisition and price behavior in a rational expectations equilibrium
Cao, H. Henry
- In:
The review of financial studies
12
(
1999
)
1
,
pp. 131-163
Persistent link: https://www.econbiz.de/10001353475
Saved in:
7
Bayesian learning in financial markets : price adjustments, fundamentals, and risk
Müller, Christoph
-
2009
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003866148
Saved in:
8
News and idiosyncratic
volatility
: the public information processing hypothesis
Engle, Robert F.
;
Hansen, Martin Klint
;
Karagozoglu, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012504316
Saved in:
9
Information and opinions in financial markets
Banerjee, Snehal
-
2007
Persistent link: https://www.econbiz.de/10009691380
Saved in:
10
Advance information and asset prices
Albuquerque, Rui
;
Miao, Jianjun
- In:
Journal of economic theory
149
(
2014
),
pp. 236-275
Persistent link: https://www.econbiz.de/10010258377
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