Markets for Information

[1]  Josef Lakonishok,et al.  On Mutual Fund Investment Styles , 1999 .

[2]  N. Meyers,et al.  H = W. , 1964, Proceedings of the National Academy of Sciences of the United States of America.

[3]  Gur Huberman,et al.  Familiarity Breeds Investment , 1999 .

[4]  P. Veronesi,et al.  Information Acquisition in Financial Markets , 1999 .

[5]  Jeffrey Wurgler,et al.  Financial Markets and the Allocation of Capital , 1999 .

[6]  H. Demsetz The Structure of Ownership and the Theory of the Firm , 1983, The Journal of Law and Economics.

[7]  B. Biais,et al.  Incentive-Compatible Contracts for the Sale of Information , 2002 .

[8]  Jean Tirole,et al.  Market Liquidity and Performance Monitoring , 1993, Journal of Political Economy.

[9]  Douglas W. Diamond Optimal Release of Information By Firms , 1985 .

[10]  Anat R. Admati,et al.  A monopolistic market for information , 1986 .

[11]  Phillip C. Stocken,et al.  An Analysis of Stock Recommendations , 1998 .

[12]  Jeffrey Wurgler,et al.  When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms , 2001 .

[13]  Anat R. Admati,et al.  Selling and Trading on Information in Financial Markets , 1988 .

[14]  Guy Laroque,et al.  Using Privileged Information to Manipulate Markets: Insiders, Gurus, and Credibility , 1992 .

[15]  C. Sims Implications of rational inattention , 2003 .

[16]  Michael J. Fishman,et al.  The Incentive to Sell Financial Market Information , 1995 .

[17]  Allaudeen Hameed,et al.  Stock Price Synchronicity and Analyst Coverage in Emerging Markets , 2002 .

[18]  M. Lettau,et al.  Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk , 2000 .

[19]  S. Titman,et al.  Feedback from Stock Prices to Cash Flows , 2001 .

[20]  Donald Read,et al.  The power of news : the history of Reuters, 1849-1989 , 1994 .

[21]  Richard Roll,et al.  Commonality in Liquidity , 1999 .

[22]  Narasimhan Jegadeesh,et al.  Analyzing the Analysts: When Do Recommendations Add Value? , 2002 .

[23]  Robert E. Verrecchia,et al.  Market liquidity and volume around earnings announcements , 1994 .

[24]  J. Sobel,et al.  STRATEGIC INFORMATION TRANSMISSION , 1982 .

[25]  Anat R. Admati,et al.  Direct and Indirect Sale of Information , 1990 .

[26]  X. Vives Trade Association Disclosure Rules, Incentives to Share Information, and Welfare , 1990 .

[27]  Haim Mendelson,et al.  Strategic Trading, Liquidity and Information Acquisition , 2000 .

[28]  Anat R. Admati,et al.  A Theory of Intraday Patterns: Volume and Price Variability , 1988 .