Guiding the guiders: Foundations of a market-driven theory of disclosure

DOI10.4064/bc122-7zbMath1460.91293arXiv2002.04886OpenAlexW3131928187MaRDI QIDQ4989147

M. H. G. Schröder, Miles B. Gietzmann, Adam J. Ostaszewski

Publication date: 20 May 2021

Published in: Banach Center Publications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.04886

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic learning and adaptive control (93E35) Corporate finance (dividends, real options, etc.) (91G50) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (1)

The kind of silence: managing a reputation for voluntary disclosure in financial markets

Cites Work

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• The sound of silence: equilibrium filtering and optimal censoring in financial markets
• LAGUERRE SERIES IN CONTINGENT CLAIM VALUATION, WITH APPLICATIONS TO ASIAN OPTIONS

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