The sound of silence: equilibrium filtering and optimal censoring in financial markets

DOI10.1017/apr.2016.45zbMath1427.91293arXiv1606.04039OpenAlexW2254025078MaRDI QIDQ5197399

Miles B. Gietzmann, Adam J. Ostaszewski

Publication date: 23 September 2019

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.04039

zbMATH Keywords

filteringdisclosureasset price dynamicsoptimal censorpredictable valuationpublic filtration

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic learning and adaptive control (93E35) Financial applications of other theories (91G80) Corporate finance (dividends, real options, etc.) (91G50) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (3)

The kind of silence: managing a reputation for voluntary disclosure in financial markets ⋮ The sound of silence: equilibrium filtering and optimal censoring in financial markets ⋮ Guiding the guiders: Foundations of a market-driven theory of disclosure

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