Investment horizons and asset prices under asymmetric information

DOI10.1016/J.JET.2014.12.008zbMATH Open1330.91189OpenAlexW3122917217MaRDI QIDQ896986FDOQ896986

Elias Albagli

Publication date: 15 December 2015

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2014.12.008

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zbMATH Keywords

asymmetric informationasset pricesinvestment horizons

Mathematics Subject Classification ID

Economic growth models (91B62) Financial applications of other theories (91G80)

Cites Work

• Dynamic Trading and Asset Prices: Keynes vs. Hayek
• The More We Know about the Fundamental, the Less We Agree on the Price
• A Model of Intertemporal Asset Prices Under Asymmetric Information
• Consumption and Portfolio Decisions when Expected Returns are Time Varying
• The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security

Cited In (5)

• Dynamic information acquisition and time-varying uncertainty
• Asset Pricing with Heterogeneous Investment Horizons
• Interactions between investment timing and management effort under asymmetric information: costs and benefits of privatized firms
• Delegated portfolio management, optimal fee contracts, and asset prices
• Information, coordination, and market frictions: an introduction

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