Discussion paper DP15766 What do Interest Rates Reveal about the Stock Market? A Noisy Rational Expectations Model of Stock and Bond Markets Matthijs Breugem Adrian Buss Joël Peress 5 Feb 2021 Financial Economics E43 E44 G11 G14
Discussion paper DP14843 More Risk, More Information: How Passive Ownership Can Improve Informational Efficiency Adrian Buss Savitar Sundaresan 3 Jun 2020 Financial Economics G11 G14 G23
Discussion paper DP12900 Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency Matthijs Breugem Adrian Buss 30 Apr 2018 Financial Economics G11 G14 G23
Discussion paper DP11690 Market Fragmentation, Dissimulation, and the Disclosure of Insider Trades Giovanni Cespa 7 Dec 2016 Financial Economics G10 G12 G14
Discussion paper DP11081 Ripple Effects of Noise on Corporate Investment Thierry Foucault Laurent Frésard Adrien Matray 31 Jan 2016 Financial Economics G14 G31 G32
VoxEU Column Persistent noise, investors’ expectations, and market meltdowns Xavier Vives Giovanni Cespa 22 Apr 2014 Financial Markets
Discussion paper DP4250 Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements Martin Weber Lars Norden 23 Feb 2004 Financial Economics G14 G20