Do algorithmic traders improve liquidity when information asymmetry is high?
Year of publication: |
2021
|
---|---|
Authors: | Jain, Archana ; Jain, Chinmay ; Khanapure, Revansiddha Basavaraj |
Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 11.2021, 1, p. 1-32
|
Subject: | Algorithmic trading | liquidity | earnings announcement | information asymmetry | Asymmetrische Information | Asymmetric information | Wertpapierhandel | Securities trading | Liquidität | Liquidity | Ankündigungseffekt | Announcement effect | Elektronisches Handelssystem | Electronic trading | Theorie | Theory | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Gewinnprognose | Earnings announcement | Finanzmarkt | Financial market |
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