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Vente à découvert, évaluation des titres et efficience des marchés

Ninet, Jacques - In: Nouveaux enjeux et nouvelles pratiques de la politique …, (pp. 1007-1030). 2006

Persistent link: https://www.econbiz.de/10003385438

Mésalignements, rentabilités et volatilité sur le marché des actions

Boucher, Christophe - In: Vie & sciences économiques : la revue des docteurs ès … 178 (2008), pp. 22-32

Persistent link: https://www.econbiz.de/10003710784

News trading and speed

Foucault, Thierry; Hombert, Johan; Rosu, Ioanid - 2015

We compare the optimal trading strategy of an informed speculator when he can trade ahead of incoming news (is "fast"), versus when he cannot (is "slow"). We find that speed matters: the fast speculator's trades account for a larger fraction of trading volume, and are more correlated with...

Persistent link: https://www.econbiz.de/10010504950

Publicité limitée de l'information et sur-réaction aux annonces lors des épisodes spéculatifs

Cornand, Camille; Heinemann, Frank - In: Revue économique : revue bimestrielle 57 (2006) 3, pp. 399-405

Persistent link: https://www.econbiz.de/10003327491

False news, informational efficiency, and price reversals

Dugast, Jérôme; Foucault, Thierry - 2015

Information processing filters out the noise in data but it takes time. Hence, low precision signals are available … signals of increasing precision over time about the payoff of an asset. As the cost of low precision signals declines, prices …

Persistent link: https://www.econbiz.de/10010499565