What are you searching for? On the equivalence of proxies for online investor attention

A Mathematical Theory of Communication

Claude E. Shannon · Bell System Technical Journal · 1948 · 80.7K citations

Engineering, Communication, Electrical Engineering +11

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

Clive W. J. Granger · Econometrica · 1969 · 22.9K citations

Social Sciences, Economics, Causal Inference +8

On Information and Sufficiency

S. Kullback, R. A. Leibler · The Annals of Mathematical Statistics · 1951 · 20K citations · Full text

Social Sciences, Economics, Information Theory +6

Continuous Auctions and Insider Trading

Albert S. Kyle · Econometrica · 1985 · 10K citations

Business, Economics, Auction Theory +12

Noise Trader Risk in Financial Markets

J. Bradford De Long, Andrei Shleifer, Lawrence H. Summers et al. · Journal of Political Economy · 1990 · 6.4K citations · Full text

Business, Economics, Finance +17