Institutionalization, delegation, and asset prices

DOI10.1016/J.JET.2019.104977zbMath1432.91104OpenAlexW2970534839WikidataQ126538812 ScholiaQ126538812MaRDI QIDQ2295819

Liyan Yang, Zhigang Qiu, Shiyang Huang

Publication date: 17 February 2020

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2019.104977

zbMATH Keywords

information acquisitiondelegationagency problemasset pricesinstitutionalization

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Portfolio theory (91G10)

Related Items (1)

Public disclosure and private information acquisition: a global game approach

Cites Work

• Information acquisition, price informativeness, and welfare
• Equilibrium Implications of Delegated Asset Management under Benchmarking*
• Institutional Investors and Stock Market Volatility
• Continuous Auctions and Insider Trading
• Informed Speculation with Imperfect Competition
• Endogenous Public Information and Welfare in Market Games
• Executive Compensation and Short-Termist Behaviour in Speculative Markets

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