Attention : how high-frequency trading improves price efficiency following earnings announcements
Year of publication: |
2022
|
---|---|
Authors: | Chakrabarty, Bidisha ; Moulton, Pamela C. ; Wang, Xu |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 57.2022, p. 1-20
|
Subject: | High-frequency trading | Limited attention | Price efficiency | Earnings announcements | Elektronisches Handelssystem | Electronic trading | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Gewinn | Profit | Effizienzmarkthypothese | Efficient market hypothesis | Gewinnprognose | Earnings announcement | Anlageverhalten | Behavioural finance | Finanzanalyse | Financial analysis |
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