Related references
Note: Only part of the references are listed.Strategic trading and unobservable information acquisition
Snehal Banerjee et al.
JOURNAL OF FINANCIAL ECONOMICS (2020)
The Causal Effects of Proximity on Investment: Evidence from Flight Introductions
Jesse Ellis et al.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS (2020)
Is There Information Content in Information Acquisition?
Michael S. Drake et al.
ACCOUNTING REVIEW (2020)
Good disclosure, bad disclosure
Ray Goldstein et al.
JOURNAL OF FINANCIAL ECONOMICS (2019)
When Transparency Improves, Must Prices Reflect Fundamentals Better?
Snehal Banerjee et al.
REVIEW OF FINANCIAL STUDIES (2018)
The time cost of information in financial markets
Chad Kendall
JOURNAL OF ECONOMIC THEORY (2018)
Does It Pay to Pay Attention?
Antonio Gargano et al.
REVIEW OF FINANCIAL STUDIES (2018)
Corporate jets and private meetings with investors
Brian J. Bushee et al.
JOURNAL OF ACCOUNTING & ECONOMICS (2018)
Data abundance and asset price informativeness
Jerome Dugast et al.
JOURNAL OF FINANCIAL ECONOMICS (2018)
It Depends on Where You Search: Institutional Investor Attention and Underreaction to News
Azi Ben-Rephael et al.
REVIEW OF FINANCIAL STUDIES (2017)
The Freedom of Information Act and the Race Toward Information Acquisition
Antonio Gargano et al.
REVIEW OF FINANCIAL STUDIES (2017)
The Use of EDGAR Filings by Investors
Tim Loughran et al.
JOURNAL OF BEHAVIORAL FINANCE (2017)
Do Investors Benefit from Selective Access to Management?
Brian J. Bushee et al.
JOURNAL OF FINANCIAL REPORTING (2017)
Investor Demand for Sell-Side Research
Alastair Lawrence et al.
ACCOUNTING REVIEW (2017)
INSIDER TRADING, STOCHASTIC LIQUIDITY, AND EQUILIBRIUM PRICES
Pierre Collin-Dufresne et al.
ECONOMETRICA (2016)
A Feynman-Kac-type formula for Levy processes with discontinuous killing rates
Kathrin Glau
FINANCE AND STOCHASTICS (2016)
Come on Over: Analyst/Investor Days as a Disclosure Medium
Marcus P. Kirk et al.
ACCOUNTING REVIEW (2016)
On Existence and Uniqueness of Equilibrium in a Class of Noisy Rational Expectations Models
Bradyn Breon-Drish
REVIEW OF ECONOMIC STUDIES (2015)
Information Diversity and Complementarities in Trading and Information Acquisition
Itay Goldstein et al.
JOURNAL OF FINANCE (2015)
Do Prices Reveal the Presence of Informed Trading?
Pierre Collin-Dufresne et al.
JOURNAL OF FINANCE (2015)
Market (in)attention and the strategic scheduling and timing of earnings announcements
Ed deHaan et al.
JOURNAL OF ACCOUNTING & ECONOMICS (2015)
Information Acquisition and Welfare
Luca Colombo et al.
REVIEW OF ECONOMIC STUDIES (2014)
Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide
Vikas Agarwal et al.
JOURNAL OF FINANCE (2013)
Investor Information Demand: Evidence from Google Searches Around Earnings Announcements
Michael S. Drake et al.
JOURNAL OF ACCOUNTING RESEARCH (2012)
Conference Presentations and the Disclosure Milieu
Brian J. Bushee et al.
JOURNAL OF ACCOUNTING RESEARCH (2011)
How Smart Are the Smart Guys? A Unique View from Hedge Fund Stock Holdings
John M. Griffin et al.
REVIEW OF FINANCIAL STUDIES (2009)
Hedge fund activism, corporate governance, and firm performance
Alon Brav et al.
JOURNAL OF FINANCE (2008)
Information asymmetry, information dissemination and the effect of regulation FD on the cost of capital
Jefferson Duarte et al.
JOURNAL OF FINANCIAL ECONOMICS (2008)
Fund manager use of public information: New evidence on managerial skills
Marcin Kacperczyk et al.
JOURNAL OF FINANCE (2007)
Media frenzies in markets for financial information
Laura L. Veldkamp
AMERICAN ECONOMIC REVIEW (2006)
Information in securities markets: Kyle meets Glosten and Milgrom
K Back et al.
ECONOMETRICA (2004)
Is information risk a determinant of asset returns?
D Easley et al.
JOURNAL OF FINANCE (2002)
Imperfect competition among informed traders
K Back et al.
JOURNAL OF FINANCE (2000)
Mutual fund performance: An empirical decomposition into stock-picking talent, style, transactions costs, and expenses
R Wermers
JOURNAL OF FINANCE (2000)