Information acquisition and expected returns: evidence from EDGAR search traffic
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Publication:2168159
DOI10.1016/J.JEDC.2022.104384OpenAlexW4226344517MaRDI QIDQ2168159FDOQ2168159
Authors: Frank Weikai Li, Chengzhu Sun 
Publication date: 31 August 2022
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104384
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Cites Work
- Common risk factors in the returns on stocks and bonds
- On the aggregation of information in competitive markets
- Information acquisition and under-diversification
- Information Acquisition in a Noisy Rational Expectations Economy
- A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets
- A rational theory of mutual funds' attention allocation
- Uncertainty, information acquisition, and price swings in asset markets
Cited In (4)
- Far away from home: investors' underreaction to geographically dispersed information
- Valuable information in early sales proxies: the use of Google search ranks in portfolio optimization
- More is less: publicizing information and market feedback
- Searching for ESG information: heterogeneous preferences and information acquisition
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