Information and Stock Prices
Research on Information and Stock Prices
How Does Information Quality Affect Stock Returns? Journal of Finance, 55, 2, April 2000.
- Nominated for 2000 Smith Breeden Prize for best paper on the Journal of Finance.
Information Acquisition in Financial Markets (with Gadi Barlevy), Review of Economic Studies, January 2000.
Rational Panics and Stock Market Crashes (with Gadi Barlevy), Journal of Economic Theory, 110, 2, June 2003, Pages 234 – 263.