We thank Hal Cole, George Constantinides, Ravi Jagannathan, Ricardo Reis, Harald Uhlig, three anonymous referees, and seminar participants at Duke University, HEC/EPFL Lausanne, London School of Economics, New York University, Princeton University, University of British Columbia, University of California Berkeley, University of Chicago, the NBER Summer Institute, Penn Macro Lunch Group, SED 2011, and the “Beyond Liquidity” Conference at the University of Chicago for helpful comments and discussion.
Optimal Inattention to the Stock Market With Information Costs and Transactions Costs
Article first published online: 26 JUL 2013
© 2013 The Econometric Society
Volume 81, Issue 4, pages 1455–1481, July 2013
How to Cite
Abel, A. B., Eberly, J. C. and Panageas, S. (2013), Optimal Inattention to the Stock Market With Information Costs and Transactions Costs. Econometrica, 81: 1455–1481. doi: 10.3982/ECTA7624
- Issue published online: 26 JUL 2013
- Article first published online: 26 JUL 2013
- Manuscript received December, 2007; final revision received September, 2012.
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