Kadan, Ohad and Asaf Manela, Estimating the Value of Information, Review of Financial Studies (2019) 32 (3): 951-991
Bibtex entry:
@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}
}