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back-running, order flow, order anticipation, high-frequency trading, price discovery, market liquidity, payment for order flow
Price Data Selling, Cost of Capital, Liquidity, Volatility, Information Acquisition, Complementarities
Disclosure, price informativeness, learning, real efficiency
social communication, price informativeness, information acquisition, asset prices, liquidity, volume, welfare
momentum, reversals, return predictability, firm size, volatility, moderated confidence, underreaction, overreaction
disclosure, market quality, crowding-out effect, learning from prices, real efficiency, welfare
investor sentiment, disagreement, breadth of ownership, cross-sectional stock returns
information diversity, uncertainty reduction effect, price informativeness, complementarity
Opaque trading, asset prices, welfare, regulation
Asset Pricing, Conditional CAPM, Conditional Fama-French Three-Factor Model, Size, Value, Momentum, Nonparametric Method
Disagreement, short-sale constraints, underreaction, cross-section of stock returns
Speculation, Hedging, Market Segmentation, Price Informativeness, Information Acquisition, Asset Prices
Commodity financialization, supply channel, price informativeness, feedback effect
loss aversion; narrow framing; Epstein-Zin preferences; market selection; asset prices
Information leakage, insider trading, securities regulations
CARA-normal, supply information, complementarities, multiplicity
equity-based compensation, competition, employee bargaining power
asset pricing, dividend volatility, loss aversion, narrow framing, return predictability, volatility clustering
Market Efficiency, Real Efficiency, Feedback Effects, Externality
state-owned enterprises, mixed markets, competition, disclosure
Disclosure, product market competition, proprietary cost, feedback effect, complementarity and multiplicity.
Investor sophistication, asset prices, noise trading, multiplicity, welfare, information acquisition
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asset prices, Information Acquisition, Investor sophistication, multiplicity, noise trading, welfare
data sales, skill acquisition, gold rush, clarity, price informativeness, cost of capital, return volatility, alternative data
Information Production, Information Diffusion, Information Complementarity, Earnings Conference Calls
Information Production; Information Diffusion; Information Complementarity; Earnings Conference Calls
Institutionalization, delegation, information acquisition, agency problem, asset prices
Data, Industry organization, Welfare, Prisoners' dilemma, Ownership
Easterlin Paradox, income vs. non-income factors, happiness, social comparison
Clientele formation, information sales, complementarity, market quality
Prospect theory, Disposition effect, Momentum, Reversal
