Information acquisition and expected returns: evidence from EDGAR search traffic

DOI10.1016/j.jedc.2022.104384OpenAlexW4226344517MaRDI QIDQ2168159

Frank Weikai Li, Chengzhu Sun

Publication date: 31 August 2022

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104384

zbMATH Keywords

endogenous information acquisitionEDGAR searchSEC filings

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• On the aggregation of information in competitive markets
• Information Acquisition and Under-Diversification
• A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets
• Information Acquisition in a Noisy Rational Expectations Economy
• Uncertainty, Information Acquisition, and Price Swings in Asset Markets
• A Rational Theory of Mutual Funds' Attention Allocation
• Common risk factors in the returns on stocks and bonds