Ditapis dengan
Equilibrium Data Mining and Data Abundance
We study theoretically how the proliferation of new data (“data abundance”) affects the allocation of capital between quantitative and nonquantitative asset managers (“data miners” and “experts”), their performance, and price informativeness. Data miners search for predictors of asset payoffs and select those with a sufficiently high precision. Data abundance raises the precision of…
- Edisi
- Volume 80, Issue 1, February 2025, Pages 211-258
- ISBN/ISSN
- 1540-6261
- Deskripsi Fisik
- ill, chart, table, grafik, 649 hal, 20 cm
- Judul Seri
- -
- No. Panggil
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Does Alternative Data Improve Financial Forecasting? The Horizon Effect
Existing research suggests that alternative data are mainly informative about short-term future outcomes. We show theoretically that the availability of short-term-oriented data can induce forecasters to optimally shift their attention from the long term to the short term because it reduces the cost of obtaining short-term information. Consequently, the informativeness of their long-term foreca…
- Edisi
- Volume 79, Issue 3, June 2024, Pages 2237-2287
- ISBN/ISSN
- 1540-6261
- Deskripsi Fisik
- ill, chart, table, grafik, 678 hal, 20 cm
- Judul Seri
- -
- No. Panggil
- -
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