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DP15766 What do Interest Rates Reveal about the Stock Market? A Noisy Rational Expectations Model of Stock and Bond Markets 智库出版物
2021
作者:  Matthijs Breugem;  Adrian Buss;  Joel PERESS
收藏  |  浏览/下载：3/0  |  提交时间：2022/09/22
(endogenous) interest rates  Informational efficiency  Capital allocation efficiency  Rational expectations  Unconventional monetary policy  
DP14843 More Risk, More Information: How Passive Ownership Can Improve Informational Efficiency 智库出版物
2020
作者:  Adrian Buss;  Savitar Sundaresan
收藏  |  浏览/下载：2/0  |  提交时间：2022/09/22
Passive investing  Informational efficiency  Risk taking  Asset allocation  Asset pricing  
DP12900 Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency 智库出版物
2018
作者:  Matthijs Breugem;  Adrian Buss
收藏  |  浏览/下载：2/0  |  提交时间：2022/09/22
Benchmarking  Institutional investors  Informational efficiency  Asset allocation  Asset pricing  
DP11690 Market Fragmentation, Dissimulation, and the Disclosure of Insider Trades 智库出版物
2016
作者:  Giovanni Cespa
收藏  |  浏览/下载：2/0  |  提交时间：2022/09/22
Fragmentation  Disclosure of insider trades  Dissimulation  Market transparency  Informational efficiency  Price comovement  
DP11081 Ripple Effects of Noise on Corporate Investment 智库出版物
2016
作者:  Thierry Foucault;  Laurent Frésard;  Adrien Matray
收藏  |  浏览/下载：0/0  |  提交时间：2022/09/22
Informational efficiency  investment  Learning  Noise  
Increased export performance and competitiveness of developing countries is mainly a China story 智库出版物
2014
作者:  Ataman Aksoy;  Francis Ng
收藏  |  浏览/下载：0/0  |  提交时间：2022/09/22
Liquidity  Financial crises  Asset prices  Noise trading  Informational efficiency  
DP9653 The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes 智库出版物
2013
作者:  Joel PERESS
收藏  |  浏览/下载：0/0  |  提交时间：2022/09/22
Informational diffusion  Media  Market efficiency  
DP4237 Are all those Calling Plans Really Necessary? The Limited Gains From Complex Tariffs 智库出版物
2004
作者:  Eugenio Miravete
收藏  |  浏览/下载：0/0  |  提交时间：2022/09/22
Credit ratings  Credit default swaps  Informational efficiency  Event study  
DP2707 Wages and Productivity Growth in a Dynamic Monopoly 智库出版物
2001
作者:  Helmut Bester;  Emmanuel Petrakis
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Informational externalities  Supply function equilibria  Rational expectations  Asymmetric information  Mechanism design  Market efficiency