Dynamic information acquisition and time-varying uncertainty
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Cites work
- A Model of Intertemporal Asset Prices Under Asymmetric Information
- China’s Model of Managing the Financial System
- Equilibrium in a Production Economy with an Income Tax
- Information Markets and the Comovement of Asset Prices
- Investment horizons and asset prices under asymmetric information
- On existence and uniqueness of equilibrium in a class of noisy rational expectations models
- On the aggregation of information in competitive markets
- Smart Money, Noise Trading and Stock Price Behaviour
- The Impact of Uncertainty Shocks
- Uncertainty, information acquisition, and price swings in asset markets
Cited in
(6)- Confounding dynamics
- Endogenous information acquisition and countercyclical uncertainty
- Uncertainty, information acquisition, and price swings in asset markets
- Public disclosure and private information acquisition: a global game approach
- Financial fragility and information design
- Strategic complementarity in games
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