Partial knowledge is a dangerous thing - On the value of asymmetric fundamental information in asset markets
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Cited by:
- Glenn Boyle & Gerald Ward, 2016. "Do Better Informed Investors Always Do Better?," Working Papers in Economics 16/29, University of Canterbury, Department of Economics and Finance.
- Jena, Sangram Keshari & Lahiani, Amine & Tiwari, Aviral Kumar & Roubaud, David, 2021.
"Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study,"
Resources Policy, Elsevier, vol. 74(C).
- Sangram Keshari Jena & Amine Lahiani & Aviral Kumar Tiwari & David Roubaud, 2021. "Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study," Post-Print hal-03573202, HAL.
- Abreu, Margarida & Mendes, Victor, 2012.
"Information, overconfidence and trading: Do the sources of information matter?,"
Journal of Economic Psychology, Elsevier, vol. 33(4), pages 868-881.
- Margarida Abreu & Victor Mendes, 2011. "Information, Overconfidence and Trading: Do the Sources of Information Matter?," Working Papers Department of Economics 2011/25, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Corgnet, Brice & Deck, Cary & DeSantis, Mark & Porter, David, 2018.
"Information (non)aggregation in markets with costly signal acquisition,"
Journal of Economic Behavior & Organization, Elsevier, vol. 154(C), pages 286-320.
- Brice Corgnet & Cary Deck & Mark Desantis & David Porter, 2017. "Information (Non)Aggregation in Markets with Costly Signal Acquisition," Working Papers halshs-01686493, HAL.
- Brice Corgnet & Cary Deck & Mark DeSantis & David Porter, 2017. "Information (Non)Aggregation in Markets with Costly Signal Acquisition," Working Papers 1735, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Brice Corgnet & Cary Deck & Mark Desantis & David Porter, 2018. "Information (Non)Aggregation in Markets with Costly Signal Acquisition," Post-Print halshs-01937794, HAL.
- Brice Corgnet & Cary Deck & Mark DeSantis & David Porter, 2017. "Information (Non)Aggregation in Markets with Costly Signal Acquisition," Working Papers 17-24, Chapman University, Economic Science Institute.
- Chakrabarty, Anindya & De, Anupam & Gunasekaran, Angappa & Dubey, Rameshwar, 2015. "Investment horizon heterogeneity and wavelet: Overview and further research directions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 45-61.
- repec:grz:wpsses:2021-04 is not listed on IDEAS
- Anindya Chakrabarty & Anupam De & Gautam Bandyopadhyay, 2016. "Horizon heterogeneity, institutional constraint and managerial myopia: a multi-frequency perspective on ELSS," International Journal of Business Excellence, Inderscience Enterprises Ltd, vol. 9(1), pages 18-47.
- Liu, Jingzhen, 2019. "Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market: Evidence from different data frequencies," Research in International Business and Finance, Elsevier, vol. 48(C), pages 243-257.
- Merl, Robert, 2022. "Literature review of experimental asset markets with insiders," Journal of Behavioral and Experimental Finance, Elsevier, vol. 33(C).
- Jürgen Huber & Martin Angerer & Michael Kirchler, 2011. "Experimental asset markets with endogenous choice of costly asymmetric information," Experimental Economics, Springer;Economic Science Association, vol. 14(2), pages 223-240, May.
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Keywords
Information economics Experimental economics Agent-based model Overconfidence Value of information;Statistics
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