The sound of silence: equilibrium filtering and optimal censoring in financial markets
Work
Year: 2016
Type: article
Abstract: Following the approach of standard filtering theory, we analyse investor valuation of firms, when these are modelled as geometric-Brownian state processes that are privately and partially observed, a... more
Source: Advances in Applied Probability
Authors Miles B. Gietzmann, A. J. Ostaszewski
Cites: 36
Cited by: 2
Related to: 10
FWCI:
Citation percentile (by year/subfield): 65.08
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: green