Showing 1 - 10 of 2,811
and a faster arbitrageurs' response to these should impair liquidity. We provide supporting evidence using data on …
Persistent link: https://www.econbiz.de/10010499534
Persistent link: https://www.econbiz.de/10001222150
Persistent link: https://www.econbiz.de/10000962614
Persistent link: https://www.econbiz.de/10001547031
Persistent link: https://www.econbiz.de/10009776166
Persistent link: https://www.econbiz.de/10001765922
Information processing filters out the noise in data but it takes time. Hence, low precision signals are available before high precision signals. We analyze how this feature affects asset price informativeness when investors can acquire signals of increasing precision over time about the payoff...
Persistent link: https://www.econbiz.de/10010499565
Persistent link: https://www.econbiz.de/10001139163
Persistent link: https://www.econbiz.de/10003327500
Persistent link: https://www.econbiz.de/10001735243