Information Aversion

S-Tier
Journal: Journal of Political Economy
Year: 2020
Volume: 128
Issue: 5
Pages: 1901 - 1939

Authors (2)

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Information aversion&#x02014a preference-based fear of news flows&#x02014has rich implications for decisions involving information and risk-taking. It can explain key empirical patterns on how households pay attention to savings, namely, that investors observe their portfolios infrequently, particularly when stock prices are low or volatile. Receiving state-dependent alerts following sharp market downturns, such as during the financial crisis of 2008, improves welfare. Information-averse investors display an ostrich behavior: overhearing negative news prompts more inattention. Their fear of frequent news encourages them to hold undiversified portfolios.

Technical Details

RePEc Handle
repec:ucp:jpolec:doi:10.1086/705668
Journal Field
General
Author Count
2
Added to Database
2026-01-24