Trading Costs and Informational Efficiency
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jofi.13008
Reference62 articles.
1. Optimal Inattention to the Stock Market With Information Costs and Transactions Costs
2. A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets
3. Albagli Elias ChristianHellwig andAlehTsyvinski 2011 A theory of asset prices based on heterogeneous information NBER Working Paper 17548.
4. Albagli Elias ChristianHellwig andAlehTsyvinski 2014 Dynamic dispersed information and the credit spread puzzle Working Paper 19788.
5. Albagli Elias ChristianHellwig andAlehTsyvinski 2017 Imperfect financial markets and shareholder incentives in partial and general equilibrium Working Paper 23419.
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