NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Optimal Inattention to the Stock Market with Information Costs and Transactions Costs

Andrew B. Abel, Janice C. Eberly, Stavros Panageas

NBER Working Paper No. 15010
Issued in May 2009

---- Acknowledgements -----

We thank Hal Cole, George Constantinides, Ravi Jagannathan, Ricardo Reis, Harald Uhlig, three anonymous referees and seminar participants at Duke University, New York University, Princeton University, University of British Columbia, University of Chicago, the NBER Summer Institute, Penn Macro Lunch Group, and the "Beyond Liquidity" Conference at the University of Chicago for helpful comments and discussion. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.

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