The Dynamic Effect of Public Information on Liquidity: From the Perspective of Limited Attention
The financial system is a complex system. The heterogeneous behaviors of investors further increase the degree of its complexity. In this paper, we develop a rational expectations equilibrium model to analyze the effect of public information on market efficiency and liquidity, especially in the mark...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2021-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2021/9419414 |
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