Strategic Trading With Information Acquisition and Long-Memory Stochastic Liquidity
Year of publication: |
2022
|
---|---|
Authors: | Han, Jinhui ; Li, Xiaolong ; Ma, Guiyuan ; Kennedy, Adrian |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Informationsversorgung | Information provision | Stochastischer Prozess | Stochastic process | Asymmetrische Information | Asymmetric information |
Extent: | 1 Online-Ressource (38 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 9, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4242624 [DOI] |
Classification: | D82 - Asymmetric and Private Information ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Information Diversity and Complementarities in Trading and Information Acquisition
Goldstein, Itay, (2016)
-
Dynamics of Research and Strategic Trading
Banerjee, Snehal, (2020)
-
Information Acquisition, Price Informativeness, and Welfare
Rahi, Rohit, (2018)
- More ...
-
Long Memory in Retail Trading Activity
Han, Jinhui, (2022)
-
Strategic Trading with Information Acquisition and Long-Memory Stochastic Liquidity
Han, Jinhui, (2021)
-
Strategic Trading with Information Acquisition and Long-Memory Stochastic Liquidity
Han, Jinhui, (2021)
- More ...