The kind of silence: managing a reputation for voluntary disclosure in financial markets

DOI10.1007/s10436-023-00430-5zbMath1530.91548arXiv2210.11315OpenAlexW4387608110MaRDI QIDQ6146131

Miles B. Gietzmann, Adam J. Ostaszewski

Publication date: 10 January 2024

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2210.11315

zbMATH Keywords

voluntary disclosureasset-price dynamicscorporate transparency reputationdynamic disclosure policyMarkov piecewise-deterministc modelling

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

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• Multi-firm voluntary disclosures for correlated operations
• Risk-neutral valuation: Pricing and hedging of financial derivatives
• Detection of disorder before an observable event
• Guiding the guiders: Foundations of a market-driven theory of disclosure
• The sound of silence: equilibrium filtering and optimal censoring in financial markets

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