I thank Frederic Vermeulen and two anonymous referees for their extensive comments and suggestions. This study also benefited from the input of Fabrizio Adriani, Axel Sonntag, Fuyu Yang and an audience at the University of East Anglia. All errors are my own.
Information Processing Constraints and Asset Mispricing
Article first published online: 28 OCT 2013
© 2013 The Author(s). The Economic Journal published by John Wiley & Sons Ltd on behalf of Royal Economic Society
This is an open access article under the terms of the Creative Commons Attribution License, which permits use, distribution and reproduction in any medium, provided the original work is properly cited.
The Economic Journal
Volume 124, Issue 575, pages 245–268, March 2014
How to Cite
Brown, A. (2014), Information Processing Constraints and Asset Mispricing. The Economic Journal, 124: 245–268. doi: 10.1111/ecoj.12057
Correction Note: This article was first published online on the 28th of October 2013, under a subscription publication licence. The article has since been made OnlineOpen, and the copyright line and licence statement was therefore updated in April 2015.
- Issue published online: 17 MAR 2014
- Article first published online: 28 OCT 2013
- Accepted manuscript online: 25 MAY 2013 03:17AM EST
- Manuscript Accepted: 6 MAY 2013
- Manuscript Received: 28 OCT 2012
|ecoj12057-sup-0001-Datasets.zip||Zip archive||25775K||Data sets.|
Please note: Wiley Blackwell is not responsible for the content or functionality of any supporting information supplied by the authors. Any queries (other than missing content) should be directed to the corresponding author for the article.