Investment horizons and asset prices under asymmetric information

DOI10.1016/J.JET.2014.12.008MaRDI QIDQ896986zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

asymmetric informationasset pricesinvestment horizons

Mathematics Subject Classification ID

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

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Cites work

• A Model of Intertemporal Asset Prices Under Asymmetric Information
• Consumption and Portfolio Decisions when Expected Returns are Time Varying
• Dynamic trading and asset prices: Keynes vs. Hayek
• The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security
• The more we know about the fundamental, the less we agree on the price

Cited in

(8)

• Dynamic information acquisition and time-varying uncertainty
• Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders
• Asset Pricing with Heterogeneous Investment Horizons
• The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM
• 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
• Advance information and asset prices
• Information, coordination, and market frictions: an introduction

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