My bibliography
Save this item
Optimal Inattention to the Stock Market
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Campanale, Claudio & Fugazza, Carolina & Gomes, Francisco, 2015.
"Life-cycle portfolio choice with liquid and illiquid financial assets,"
Journal of Monetary Economics, Elsevier, vol. 71(C), pages 67-83.
- Claudio Campanale & Carolina Fugazza & Francisco Gomes, 2012. "Life-Cycle Portfolio Choice with Liquid and Illiquid Financial Assets," Carlo Alberto Notebooks 269, Collegio Carlo Alberto.
- Fernando E. Alvarez & Francesco Lippi & Luigi Paciello, 2011.
"Optimal Price Setting With Observation and Menu Costs,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 126(4), pages 1909-1960.
- Fernando Alvarez & Francesco Lippi & Luigi Paciello, 2010. "Optimal Price Setting with Observation and Menu Costs," EIEF Working Papers Series 1010, Einaudi Institute for Economics and Finance (EIEF), revised May 2010.
- F. Alvarez & F. Lippi & L. Paciello, 2010. "Optimal price setting with observation and menu costs," 2010 Meeting Papers 478, Society for Economic Dynamics.
- Fernando E. Alvarez & Francesco Lippi & Luigi Paciello, 2010. "Optimal price setting with observation and menu costs," NBER Working Papers 15852, National Bureau of Economic Research, Inc.
- Alvarez, Fernando & Lippi, Francesco & Paciello, Luigi, 2010. "Optimal price setting with observation and menu costs," CEPR Discussion Papers 7861, C.E.P.R. Discussion Papers.
- Ravi Bansal & Ivan Shaliastovich, 2011.
"Learning and Asset-price Jumps,"
The Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2738-2780.
- Ravi Bansal & Ivan Shaliastovich, 2009. "Learning and Asset-Price Jumps," NBER Working Papers 14814, National Bureau of Economic Research, Inc.
- Guiso, Luigi & Zaccaria, Luana, 2023.
"From patriarchy to partnership: Gender equality and household finance,"
Journal of Financial Economics, Elsevier, vol. 147(3), pages 573-595.
- Luigi Guiso & Luana Zaccaria, 2021. "From Patriarchy to Partnership: Gender Equality and Household Finance," EIEF Working Papers Series 2101, Einaudi Institute for Economics and Finance (EIEF), revised Jan 2021.
- Luigi Guiso & Luana Zaccaria, 2023. "From Patriarchy to Partnership: Gender Equality and Household Finance," Working Papers Central Bank of Chile 968, Central Bank of Chile.
- Kim, Hugh H. & Maurer, Raimond & Mitchell, Olivia S., 2013.
"Time is money: Life cycle rational inertia and delegation of investment management,"
CFS Working Paper Series
2013/08, Center for Financial Studies (CFS).
- Hugh Hoikwang Kim & Raimond Maurer & Olivia S. Mitchell, 2013. "Time is Money: Life Cycle Rational Inertia and Delegation of Investment Management," NBER Working Papers 19732, National Bureau of Economic Research, Inc.
- Alvarez, Fernando & Lippi, Francesco, 2013.
"The demand of liquid assets with uncertain lumpy expenditures,"
Journal of Monetary Economics, Elsevier, vol. 60(7), pages 753-770.
- Fernando Alvarez & Francesco Lippi, 2012. "The Demand of Liquid Assets with Uncertain Lumpy Expenditures," NBER Working Papers 18152, National Bureau of Economic Research, Inc.
- Fernando Alvarez & Francesco Lippi, 2013. "The demand of liquid assets with uncertain lumpy expenditures," EIEF Working Papers Series 1307, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2013.
- Andrew Ang & Dimitris Papanikolaou & Mark M. Westerfield, 2014.
"Portfolio Choice with Illiquid Assets,"
Management Science, INFORMS, vol. 60(11), pages 2737-2761, November.
- Andrew Ang & Dimitris Papanikolaou & Mark Westerfield, 2013. "Portfolio Choice with Illiquid Assets," NBER Working Papers 19436, National Bureau of Economic Research, Inc.
- Jiho Park, 2024. "Heterogeneous Beliefs Model of Stock Market Predictability," Papers 2406.08448, arXiv.org.
- Fabio Verona, 2014.
"Investment Dynamics with Information Costs,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(8), pages 1627-1656, December.
- Verona, Fabio, 2013. "Investment dynamics with information costs," Research Discussion Papers 18/2013, Bank of Finland.
- Marianne Andries & Valentin Haddad, 2020.
"Information Aversion,"
Journal of Political Economy, University of Chicago Press, vol. 128(5), pages 1901-1939.
- Valentin Haddad & Marianne Andries, 2014. "Information Aversion," 2014 Meeting Papers 1091, Society for Economic Dynamics.
- Marianne Andries & Valentin Haddad, 2017. "Information Aversion," NBER Working Papers 23958, National Bureau of Economic Research, Inc.
- Marianne Andries & Valentin Haddad, 2020. "Information Aversion," Post-Print hal-03052577, HAL.
- Andries, Marianne & Haddad, Valentin, 2017. "Information Aversion," TSE Working Papers 17-779, Toulouse School of Economics (TSE).
- Philipp K. Illeditsch & Jayant V. Ganguli & Scott Condie, 2021.
"Information Inertia,"
Journal of Finance, American Finance Association, vol. 76(1), pages 443-479, February.
- Ganguli, J & Condie, S & Illeditsch, PK, 2012. "Information Inertia," Economics Discussion Papers 5628, University of Essex, Department of Economics.
- Illeditsch, PK & Ganguli, J & Condie, S, 2015. "Information Inertia," Economics Discussion Papers 15615, University of Essex, Department of Economics.
- repec:esx:essedp:719 is not listed on IDEAS
- Ricardo Reis, 2009.
"A Sticky-information General Equilibrium Model por Policy Analysis,"
Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 8, pages 227-283,
Central Bank of Chile.
- Ricardo Reis, 2008. "A Sticky-Information General Equilibrium Model for Policy Analysis," Working Papers Central Bank of Chile 495, Central Bank of Chile.
- Ricardo Reis, 2009. "A Sticky-Information General-Equilibrium Model for Policy Analysis," NBER Working Papers 14732, National Bureau of Economic Research, Inc.
- Bar-Ilan, Avner & Marion, Nancy, 2013.
"Demand for cash with intra-period endogenous consumption,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2668-2678.
- Bar-Ilan, Avner & Marion, Nancy, "undated". "Demand for Cash with Intra-Period Endogenous Consumption," Working Papers WP2010/4, University of Haifa, Department of Economics.
- Guiso, Luigi & Sodini, Paolo, 2013.
"Household Finance: An Emerging Field,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1397-1532,
Elsevier.
- Luigi Guiso & Paolo Sodini, 2012. "Household Finance. An Emerging Field," EIEF Working Papers Series 1204, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2012.
- Guiso, Luigi, 2012. "Household Finance: An Emerging Field," CEPR Discussion Papers 8934, C.E.P.R. Discussion Papers.
- Yin, Penghui, 2021. "Optimal attention and heterogeneous precautionary saving behavior," Journal of Economic Dynamics and Control, Elsevier, vol. 131(C).
- Andrew B. Abel & Janice C. Eberly & Stavros Panageas, 2013.
"Optimal Inattention to the Stock Market With Information Costs and Transactions Costs,"
Econometrica, Econometric Society, vol. 81(4), pages 1455-1481, July.
- Andrew B. Abel & Janice C. Eberly & Stavros Panageas, 2009. "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs," NBER Working Papers 15010, National Bureau of Economic Research, Inc.
- Stavros Panageas & Janice C. Eberly & Andrew B. Abel, 2011. "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs," 2011 Meeting Papers 102, Society for Economic Dynamics.
- Christopher J. Gust & J. David López-Salido, 2009. "Portfolio inertia and the equity premium," International Finance Discussion Papers 984, Board of Governors of the Federal Reserve System (U.S.).
- Møller, Stig V. & Rangvid, Jesper, 2015. "End-of-the-year economic growth and time-varying expected returns," Journal of Financial Economics, Elsevier, vol. 115(1), pages 136-154.
- Darwin Choi & Bige Kahraman & Abhiroop Mukherjee, 2016. "Learning about Mutual Fund Managers," Journal of Finance, American Finance Association, vol. 71(6), pages 2809-2860, December.
- Mankiw, N. Gregory & Reis, Ricardo, 2010.
"Imperfect Information and Aggregate Supply,"
Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 5, pages 183-229,
Elsevier.
- N. Gregory Mankiw & Ricardo Reis, 2010. "Imperfect Information and Aggregate Supply," NBER Working Papers 15773, National Bureau of Economic Research, Inc.
- Mankiw, N. Gregory & Reis, Ricardo, 2010. "Imperfect Information and Aggregate Supply," Scholarly Articles 33907956, Harvard University Department of Economics.
- Mankiw, N Gregory, 2010. "Imperfect Information and Aggregate supply," CEPR Discussion Papers 7711, C.E.P.R. Discussion Papers.
- Bacchetta, Philippe & Davenport, Margaret & van Wincoop, Eric, 2022.
"Can sticky portfolios explain international capital flows and asset prices?,"
Journal of International Economics, Elsevier, vol. 136(C).
- Philippe Bacchetta & Margaret Davenport & Eric van Wincoop, 2021. "Can Sticky Portfolios Explain International Capital Flows and Asset Prices?," NBER Chapters, in: NBER International Seminar on Macroeconomics 2021, National Bureau of Economic Research, Inc.
- Bacchetta, Philippe & Davenport, Margaret & van Wincoop, Eric, 2021. "Can Sticky Portfolios Explain International Capital Flows and Asset Prices?," CEPR Discussion Papers 16772, C.E.P.R. Discussion Papers.
- Philippe Bacchetta & Margaret Davenport & Eric van Wincoop, 2021. "Can Sticky Portfolios Explain International Capital Flows and Asset Prices?," Swiss Finance Institute Research Paper Series 21-80, Swiss Finance Institute.
- Mudit Kapoor & Shamika Ravi, 2017. "Elasticity of Intertemporal Substitution in Consumption in the Presence of Inertia: Empirical Evidence from a Natural Experiment," Management Science, INFORMS, vol. 63(12), pages 4188-4200, December.
- Fernanda Nechio, 2010. "Foreign stock holdings: the role of information," Working Paper Series 2010-26, Federal Reserve Bank of San Francisco.
- Zhang, Yuhua & Mu, Congming, 2021. "Optimal ownership of entrepreneurial firms with rational inattention," Economics Letters, Elsevier, vol. 209(C).
- Drummond, Philip A., 2023. "Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup," Journal of Financial Markets, Elsevier, vol. 63(C).
- Joel Peress & Daniel Schmidt, 2020. "Glued to the TV: Distracted Noise Traders and Stock Market Liquidity," Journal of Finance, American Finance Association, vol. 75(2), pages 1083-1133, April.
- Fabio Verona, 2014.
"Investment Dynamics with Information Costs,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(8), pages 1627-1656, December.
- Verona, Fabio, 2013. "Investment dynamics with information costs," Bank of Finland Research Discussion Papers 18/2013, Bank of Finland.
- Dew-Becker, Ian & Nathanson, Charles G., 2019.
"Directed attention and nonparametric learning,"
Journal of Economic Theory, Elsevier, vol. 181(C), pages 461-496.
- Ian Dew-Becker & Charles G. Nathanson, 2017. "Directed Attention and Nonparametric Learning," NBER Working Papers 23917, National Bureau of Economic Research, Inc.
- repec:esx:essedp:770 is not listed on IDEAS
- Paolo Zagaglia, 2013. "Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 20(4), pages 383-430, November.
- Paolo Zagaglia, 2011. "Forecasting Long-Term Interest Rates with a Dynamic General Equilibrium Model of the Euro Area: The Role of the Feedback," Working Paper series 19_11, Rimini Centre for Economic Analysis.
- Francisco Gomes & Michael Haliassos & Tarun Ramadorai, 2021.
"Household Finance,"
Journal of Economic Literature, American Economic Association, vol. 59(3), pages 919-1000, September.
- Haliassos, Michael & Gomes, Francisco, 2020. "Household Finance," CEPR Discussion Papers 14502, C.E.P.R. Discussion Papers.
- Gomes, Francisco J. & Haliassos, Michael & Ramadorai, Tarun, 2020. "Household finance," IMFS Working Paper Series 138, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Chien, YiLi & Naknoi, Kanda, 2015.
"The risk premium and long-run global imbalances,"
Journal of Monetary Economics, Elsevier, vol. 76(C), pages 299-315.
- YiLi Chien & Kanda Naknoi, 2011. "The Risk Premium and Long-Run Global Imbalances," Purdue University Economics Working Papers 1266, Purdue University, Department of Economics.
- Kanda Naknoi & YiLi Chien, 2013. "The Risk Premium and Long-Run Global Imbalances," 2013 Meeting Papers 55, Society for Economic Dynamics.
- YiLi Chien & Kanda Naknoi, 2012. "The Risk Premium and Long-Run Global Imbalances," Working papers 2012-41, University of Connecticut, Department of Economics.
- YiLi Chien & Kanda Naknoi, 2012. "The risk premium and long-run global imbalances," Working Papers 2012-009, Federal Reserve Bank of St. Louis.
- Kontoghiorghes, Alex, 2022. "Do personal taxes affect investment decisions and stock returns?," Bank of England working papers 988, Bank of England.
- Bodilsen, Simon & Eriksen, Jonas N. & Grønborg, Niels S., 2021. "Asset pricing and FOMC press conferences," Journal of Banking & Finance, Elsevier, vol. 128(C).
- Kang, Johnny & Pekkala, Tapio & Polk, Christopher & Ribeiro, Ruy, 2011.
"Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year,"
LSE Research Online Documents on Economics
43096, London School of Economics and Political Science, LSE Library.
- JOhnny Kang & Tapio Pekkala & Christopher Polk & Ruy Ribeiro, 2011. "Stock prices under pressure; How tax and interest rates drive returns at the turn of the tax year," FMG Discussion Papers dp671, Financial Markets Group.
- Bonaparte, Yosef & Cooper, Russell & Zhu, Guozhong, 2012.
"Consumption smoothing and portfolio rebalancing: The effects of adjustment costs,"
Journal of Monetary Economics, Elsevier, vol. 59(8), pages 751-768.
- Yosef Bonaparte & Russell Cooper & Guozhong Zhu, 2011. "Consumption Smoothing and Portfolio Rebalancing: The Effects of Adjustment Costs," NBER Working Papers 16957, National Bureau of Economic Research, Inc.
- Ravi Jagannathan & Srikant Marakani & Hitoshi Takehara & Yong Wang, 2012. "Calendar Cycles, Infrequent Decisions, and the Cross Section of Stock Returns," Management Science, INFORMS, vol. 58(3), pages 507-522, March.
- Manela, Asaf & Moreira, Alan, 2017. "News implied volatility and disaster concerns," Journal of Financial Economics, Elsevier, vol. 123(1), pages 137-162.
- Bacchetta, Philippe & van Wincoop, Eric, 2017.
"Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns,"
CEPR Discussion Papers
11983, C.E.P.R. Discussion Papers.
- Philippe Bacchetta & Eric van Wincoop, 2017. "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," NBER Working Papers 23363, National Bureau of Economic Research, Inc.
- Philippe Bacchetta & Eric van Wincoop, 2017. "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," Swiss Finance Institute Research Paper Series 17-15, Swiss Finance Institute.
- Philippe Bacchetta & Eric Van Wincoop, 2017. "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," Cahiers de Recherches Economiques du Département d'économie 17.05, Université de Lausanne, Faculté des HEC, Département d’économie.
- Luo, Yulei & Young, Eric, 2013. "Rational Inattention in Macroeconomics: A Survey," MPRA Paper 54267, University Library of Munich, Germany.
- Finocchiaro, Daria, 2011. "Inattention, wealth inequality and equilibrium asset prices," Journal of Monetary Economics, Elsevier, vol. 58(2), pages 146-155, March.
- Angeletos, G.-M. & Lian, C., 2016. "Incomplete Information in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1065-1240, Elsevier.
- Manfred Gartner, 2010.
"Predicting the presidential election cycle in US stock prices: guinea pigs versus the pros,"
Applied Economics Letters, Taylor & Francis Journals, vol. 17(18), pages 1759-1765.
- Manfred Gärtner, 2008. "Predicting the Presidential Election Cycle in US Stock Prices: Guinea Pigs versus the Pros," University of St. Gallen Department of Economics working paper series 2008 2008-06, Department of Economics, University of St. Gallen.
- Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2012.
"Durable Consumption and Asset Management with Transaction and Observation Costs,"
American Economic Review, American Economic Association, vol. 102(5), pages 2272-2300, August.
- Guiso, Luigi & Alvarez, Fernando & Lippi, Francesco, 2010. "Durable consumption and asset management with transaction and observation costs," CEPR Discussion Papers 7702, C.E.P.R. Discussion Papers.
- Fernando E. Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable consumption and asset management with transaction and observation costs," NBER Working Papers 15835, National Bureau of Economic Research, Inc.
- Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable Consumption and Asset Management with Transaction and Observation Costs," EIEF Working Papers Series 1001, Einaudi Institute for Economics and Finance (EIEF), revised Jan 2010.
- Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable Consumption and Asset Management with Transaction and Observation Costs," Economics Working Papers ECO2010/04, European University Institute.
- Tobin Hanspal & Annika Weber & Johannes Wohlfart, 2020. "Exposure to the COVID-19 Stock Market Crash and its Effect on Household Expectations," CEBI working paper series 20-13, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- George-Marios Angeletos & Chen Lian, 2016. "Incomplete Information in Macroeconomics: Accommodating Frictions in Coordination," NBER Working Papers 22297, National Bureau of Economic Research, Inc.
- Gomes, Francisco & Fugazza, Carolina & Campanale, Claudio, 2015. "Life-Cycle Portfolio choice with Liquid and Illiquid Assets," CEPR Discussion Papers 10369, C.E.P.R. Discussion Papers.
- Kontoghiorghes, Alexander P., 2024. "Do personal taxes affect investment decisions and stock returns?," Journal of Financial Economics, Elsevier, vol. 162(C).
- Fernando Alvarez & Andrew Atkeson & Chris Edmond, 2009.
"Sluggish Responses of Prices and Inflation to Monetary Shocks in an Inventory Model of Money Demand,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 124(3), pages 911-967.
- Fernando Alvarez & Andrew Atkeson & Chris Edmond, 2008. "Sluggish responses of prices and inflation to monetary shocks in an inventory model of money demand," Staff Report 417, Federal Reserve Bank of Minneapolis.
- Brian Gibbons & Peter Iliev & Jonathan Kalodimos, 2021. "Analyst Information Acquisition via EDGAR," Management Science, INFORMS, vol. 67(2), pages 769-793, February.
- López-Salido, J David & Gust, Christopher, 2009. "Monetary Policy, Velocity, and the Equity Premium," CEPR Discussion Papers 7388, C.E.P.R. Discussion Papers.
- repec:zbw:bofrdp:2013_018 is not listed on IDEAS
- Panageas, Stavros, 2020.
"The Implications of Heterogeneity and Inequality for Asset Pricing,"
Foundations and Trends(R) in Finance, now publishers, vol. 12(3), pages 199-275, November.
- Stavros Panageas, 2020. "The Implications of Heterogeneity and Inequality for Asset Pricing," NBER Working Papers 26974, National Bureau of Economic Research, Inc.
- Hanspal, Tobin & Weber, Annika & Wohlfart, Johannes, 2020. "Exposure to the COVID-19 stock market crash and its effect on household expectations," SAFE Working Paper Series 279, Leibniz Institute for Financial Research SAFE.
- Zagaglia, Paolo, 2009. "Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback," Research Papers in Economics 2009:14, Stockholm University, Department of Economics.
- Ahmad, Fawad & Oriani, Raffaele, 2022. "Investor attention, information acquisition, and value premium: A mispricing perspective," International Review of Financial Analysis, Elsevier, vol. 79(C).
- Rossi, Alberto G. & Utkus, Stephen, 2024. "The diversification and welfare effects of robo-advising," Journal of Financial Economics, Elsevier, vol. 157(C).
- Stig V. Møller & Jesper Rangvid, 2012. "End-of-the-year economic growth and time-varying expected returns," CREATES Research Papers 2012-42, Department of Economics and Business Economics, Aarhus University.
- Daniel Andrei & Michael Hasler, 2020. "Dynamic Attention Behavior Under Return Predictability," Management Science, INFORMS, vol. 66(7), pages 2906-2928, July.
- Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco, 2014. "Individual investors and suboptimal early exercises in the fixed-income market," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe 14, University of Passau, Faculty of Business and Economics.