Expectations, Liquidity, and Short-term Trading
Year of publication: |
2011-03
|
---|---|
Authors: | Cespa, Giovanni ; Vives, Xavier |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | Average expectations | Beauty Contest | Expected returns | High Frequency Trading | momentum and reversal | Multiple equilibria | Over-reliance on public information | price crash |
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