Optimal Inattention to the Stock Market with Information Costs and Transactions Costs

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Liquidity Cycles and Make/Take Fees in Electronic Markets (2013, background): “, L) are split between the parties to the transaction and the trading platform as follows: the market-taker obtains t = L 2 ct; (1)”
Asset Price Dynamics with Slow-Moving Capital (2010, methodology): “Among other extensions to this model, Abel, Eberly, and Panageas (2009) generalize to allow for any initial level of liquid assets, in which case the time between trades is dependent on cash levels, eventually converging to the steady state delay.”
Presidential Address: Asset Price Dynamics with Slow‐Moving Capital (2010, methodology): “Among other extensions to this model, Abel, Eberly, and Panageas (2009) generalize to allow for any initial level of liquid assets, in which case the time between trades is dependent on cash levels, eventually converging to the steady state delay.”
Imperfect Information and Aggregate Supply (2010, unknown): “ Abel, Eberly, and Panageas (2009) combined delayed information with transaction costs and showed a remarkable result: the behavior of the consumer converges to time‐ dependent adjustments with constant intervals of inattentiveness, as if the transaction costs were not …”