Public information and uninformed trading : implications for market liquidity and price efficiency
Year of publication: |
May 2016
|
---|---|
Authors: | Han, Bing ; Tang, Ya ; Yang, Liyan |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 163.2016, p. 604-643
|
Subject: | Discretionary liquidity trading | Market liquidity | Information aggregation | Information production | Hedging | Theorie | Theory | Liquidität | Liquidity | Informationsökonomik | Economics of information | Asymmetrische Information | Asymmetric information | Wertpapierhandel | Securities trading | Marktliquidität | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price | Informationsverhalten | Information behaviour | Effizienzmarkthypothese | Efficient market hypothesis |
-
Price formation in markets with trading delays
Pinter, Gabor, (2023)
-
Discretionary liquidity trading, information production and market efficiency
Liu, Xia, (2020)
-
Price dynamics and market liquidity : an intraday event study on Euronext
Mazza, Paolo, (2015)
- More ...
-
Does Disclosure Improve Efficiency?
Han, Bing, (2014)
-
Social Networks, Information Acquisition, and Asset Prices
Han, Bing, (2016)
-
Social networks, information acquisition, and asset prices
Han, Bing, (2013)
- More ...