Limited attention and news arrival in limit order markets.
Year of publication: |
2013
|
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Authors: | Dugast, J. |
Institutions: | Banque de France |
Subject: | imperfect attention | news | limit order book | price formation | market liquidity |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | 60 pages |
Classification: | G14 - Information and Market Efficiency; Event Studies ; D82 - Asymmetric and Private Information ; D83 - Search, Learning, Information and Knowledge |
Source: |
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Foucault, Thierry, (2013)
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Limelight on dark markets : an experimental study of liquidity and information
Berentsen, Aleksander, (2013)
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Limelight on Dark Markets : Theory and Experimental Evidence on Liquidity and Information
Berentsen, Aleksander, (2015)
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False News, Informational Efficiency, and Price Reversals.
Dugast, J., (2014)
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Bernales, A., (2014)
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The French Regions’ Borrowing Behaviours. How heterogeneous are they?
Dufrénot, G., (2010)
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