Top-down and bottom-up information acquisition: application to financial markets

DOI10.1016/J.ECONLET.2024.111617MaRDI QIDQ6549815zbMATH OpenFDO

Authors Steve Heinke

Publication date 4 June 2024

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ECONLET.2024.111617

zbMATH Keywords

asset marketsattention economicsheterogeneityinformation acquisitionrational inattentionsalience

Mathematics Subject Classification ID

Economics of information (91B44) Financial markets (91G15)

Recommendations

• Asset pricing under information-processing constraints
• Choosing what to pay attention to
• Estimating information cost functions in models of rational inattention
• Asset market equilibrium under rational inattention
• Information Acquisition in Financial Markets

Cites work

• Asset market equilibrium under rational inattention
• Attention economies
• Portfolio choice, attention allocation, and price comovement
• Rational inattention, optimal consideration sets, and stochastic choice
• Salience theory of choice under risk
• The puzzling evolution of the home bias, information processing and financial openness

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