Kadan, Ohad and Asaf Manela, Estimating the Value of Information, Review of Financial Studies (2019) 32 (3): 951-991<br/> <br/> Bibtex entry:<br/> <code class=citecode ><pre>
@ARTICLE{Kadan_Manela_ValueOfInfo_RFS,
  author = {Ohad Kadan and Asaf Manela},
  title = {Estimating the Value of Information},
  year = {2019},
  volume = {32},
  issue = {3},
  pages = {951--991},
  journal = {Review of Financial Studies}
}
</pre></code>