Investment horizons and asset prices under asymmetric information

DOI10.1016/J.JET.2014.12.008zbMath1330.91189OpenAlexW3122917217MaRDI QIDQ896986

Elias Albagli

Publication date: 15 December 2015

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

Full work available at URL: https://doi.org/10.1016/j.jet.2014.12.008

zbMATH Keywords

asymmetric informationasset pricesinvestment horizons

Mathematics Subject Classification ID

Economic growth models (91B62) Financial applications of other theories (91G80)

Related Items (3)

Delegated portfolio management, optimal fee contracts, and asset prices ⋮ Information, coordination, and market frictions: an introduction ⋮ Dynamic information acquisition and time-varying uncertainty

Cites Work

• Consumption and Portfolio Decisions when Expected Returns are Time Varying
• Dynamic Trading and Asset Prices: Keynes vs. Hayek
• The More We Know about the Fundamental, the Less We Agree on the Price
• A Model of Intertemporal Asset Prices Under Asymmetric Information
• The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security

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