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behavioral finance; limited attention; heuristics; performance evaluation
Money market mutual funds; bank runs; strategic complementarities
Predictability of stock returns; incomplete learning; Markov switching predictive systems; cash flows; affine asset pricing models
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Predictability of stock returns; incomplete learning; Markov switching predictive systems; cash flows; affine asset pricing models.
Quantile Regression, Quantile Crossing Problem
elasticity of intertemporal substitution, optimal portfolio problem, recursive preferences
Money market funds, Eurozone crisis, financial fragility, endogenous information acqui- sition, transparency in short-term funding markets
endogenous information acquisition, eurozone crisis, financial fragility, Money market funds, transparency in short-term funding markets
Layoff risk, monetary policy, heterogeneous agents, business cycles
Risk-return trade-off; Idiosyncratic risk; Empirical asset pricing
bank runs, money market mutual funds, quantile regression, strategic complementarities
