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Optimal inattention to the stock market with information costs and transactions costs

Abel, Andre B., Eberly, Janice C. and Panageas, Stavros (2012) Optimal inattention to the stock market with information costs and transactions costs. Econometrica . ISSN 0012-9682 (In Press)

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Item Type: Article
Official URL: http://onlinelibrary.wiley.com/journal/10.1111/%28...
Additional Information: © The Econometric Society
Library of Congress subject classification: H Social Sciences > HG Finance
Journal of Economic Literature Classification System: E - Macroeconomics and Monetary Economics > E2 - Consumption, Saving, Production, Employment, and Investment > E21 - Macroeconomics: Consumption; Saving; Aggregate Physical and Financial Consumer Wealth
G - Financial Economics > G1 - General Financial Markets > G11 - Portfolio Choice; Investment Decisions
Sets: Departments > Finance
Collections > Economists Online
Rights: http://www.lse.ac.uk/library/rights/LSERO.htm
URL: http://eprints.lse.ac.uk/47573/

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