Bayesian Pricing of News

Author:

Livdan Dmitry,Nezlobin Alexander

Publisher

Elsevier BV

Reference29 articles.

1. Endogenous Information Flows and the Clustering of Announcements;V Acharya;American Economic Review,2011

2. The Multivariate Skew-Normal Distribution;A Azzalini;Biometrika,1996

3. On Existence and Uniqueness of Equilibrium in a Class of Noisy Rational Expectations Models;B Breon-Drish;Review of Economics Studies,2015

4. Disclosure of Nonproprietary Information;R Dye;Journal of Accounting Research,1985

5. Equilibrium Voluntary Disclosures, Asset Pricing, and Information Transfers;R Dye;Journal of Accounting and Economics,2018

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