Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery

By Nikolaus Hautsch, D. Hess. Journal of Financial and Quantitative Analysis, 2007

138 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/43d6f146706c3911cde308b5d57e5e257dca0bb4

How researchers see this paper

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In Economics and Econometrics

1. Clara Vega
2. Elizabeth Demers
3. Lutz Kilian
4. Paolo Pasquariello
5. Marcel Fratzscher
6. Tim Bollerslev
7. Robert J. Vigfusson

In Finance

1. Clara Vega
2. Elizabeth Demers
3. Paul C. Tetlock
4. D. Sosyura
5. Paolo Pasquariello
6. Marcel Fratzscher
7. Kenneth R. Ahern
8. Tim Bollerslev

Citations in the corpus

• Soft information in earnings announcements: news or noise? (2008, background): “, Kim and Verrecchia (1991), Krueger and Fortson (2003), and Hautsch and Hess (2007)).”