Does low latency trading improve market efficiency? : a discussion
Year of publication: |
2020
|
---|---|
Authors: | Erhard, Ryan ; Sloan, Richard G. |
Other Persons: | Chordia, Tarun (contributor) ; Miao, Bin (contributor) |
Published in: |
Journal of accounting & economics. - Amsterdam [u.a.] : Elsevier, ISSN 0165-4101, ZDB-ID 441330-1. - Vol. 70.2020, 2/3, p. 1-9
|
Subject: | Earnings announcements | Liquidity | Low-latency trading | Market efficiency | Post-earnings announcement drift | Effizienzmarkthypothese | Efficient market hypothesis | Ankündigungseffekt | Announcement effect | Gewinn | Profit | Gewinnprognose | Earnings announcement | Börsenkurs | Share price |
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