Asset pricing under information-processing constraints

DOI10.1016/J.ECONLET.2009.12.015MaRDI QIDQ969470zbMATH OpenOpenAlexFDO

Authors Yulei Luo, Eric R. Young

Publication date 7 May 2010

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2009.12.015

zbMATH Keywords

asset pricingpermanent incomerational inattention

Mathematics Subject Classification ID

Recommendations

• Asset market equilibrium under rational inattention
• Rational inattention and the dynamics of consumption and wealth in general equilibrium
• A Model of Intertemporal Asset Prices Under Asymmetric Information
• Choosing what to pay attention to
• Rationally Inattentive Seller: Sales and Discrete Pricing

Cites work

• Asset Prices in an Exchange Economy

Cited in

(13)

• Rational inattention and the dynamics of consumption and wealth in general equilibrium
• Asset market equilibrium under rational inattention
• Asset prices with investor protection and past information
• Induced uncertainty, market price of risk, and the dynamics of consumption and wealth
• ON THE RATE OF INFORMATION ABSORPTION IN THE CONDITIONAL VARIANCE OF SES DUAL LISTED STOCKS
• Portfolio rebalancing and asset pricing with heterogeneous inattention
• Rational Pessimism, Rational Exuberance, and Asset Pricing Models
• Rationally inattentive macroeconomic wedges
• Asset pricing in large information networks
• Top-down and bottom-up information acquisition: application to financial markets
• Model complexity, expectations, and asset prices
• Optimal ownership of entrepreneurial firms with rational inattention
• Rigid pricing and rationally inattentive consumer

This page was built for publication: Asset pricing under information-processing constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q969470)