Market microstructure during financial crisis : dynamics of informed and heuristic-driven trading
Mihály Ormos, Dusán Timotity
| Year of publication: |
November 2016
|
|---|---|
| Authors: | Ormos, Mihály ; Timotity, Dusán |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 19.2016, p. 60-66
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| Subject: | Market microstructure | Heuristic-driven trader | Probability of informed trading | Probability of heuristic-driven trading | Contrarian trader | Size effect | Volume effect | Marktmikrostruktur | Wertpapierhandel | Securities trading | Finanzkrise | Financial crisis | Handelsvolumen der Börse | Trading volume | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Finanzmarkt | Financial market | Insiderhandel | Insider trading | Asymmetrische Information | Asymmetric information | Informationsökonomik | Economics of information | Spekulation | Speculation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.06.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011657448