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Public information arrival : price discovery and liquidity in electronic limit order markets
Riordan, Ryan; Storkenmaier, Andreas; Wagener, Martin; … - In: Journal of banking & finance 37 (2013) 4, pp. 1148-1159
Persistent link: https://www.econbiz.de/10009716239
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Private information flow and price discovery in the US treasury market
Jiang, George J.; Lo, Ingrid - In: Journal of banking & finance 47 (2014), pp. 118-133
Persistent link: https://www.econbiz.de/10010506499
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Are trading imbalances indicative of private information?
Kim, Sukwon Thomas; Stoll, Hans R. - In: Journal of financial markets 20 (2014), pp. 151-174
Persistent link: https://www.econbiz.de/10010442382
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Retail investor attention and information asymmetry : evidence from China
Chen, Xing; Wu, Chongfeng - In: Pacific-Basin finance journal 75 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013552547
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Empirical analyses of the trading behavior of individual investors in the warrant market
Schmitz, Philipp - 2007
Persistent link: https://www.econbiz.de/10003583005
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What drives the sensitivity of limit order books to company announcement arrivals?
Siikanen, Milla; Kanniainen, Juho; Luoma, Arto - In: Economics letters 159 (2017), pp. 65-68
Persistent link: https://www.econbiz.de/10011903290
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Commonality in liquidity : effects of monetary policy and macroeconomic announcements
Sensoy, Ahmet - In: Finance research letters 16 (2016), pp. 125-131
Persistent link: https://www.econbiz.de/10011655140
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Stock price reaction to public and private information
Vega, Clara - In: Journal of financial economics 82 (2006) 1, pp. 103-133
Persistent link: https://www.econbiz.de/10003376060
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Asymmetric information, price discovery and macroeconomic announcements in FX market : do top trading bank know more?
Phylaktis, Kate; Chen, Long - In: International journal of finance & economics : IJFE 15 (2010) 3, pp. 228-246
Persistent link: https://www.econbiz.de/10008702346
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How are Shorts Informed? Short Sellers, News, and Information Processing
Engelberg, Joseph - 2012
We find that a substantial portion of short sellers' trading advantage comes from their ability to analyze publicly available information. Using a database of short sales combined with a database of news releases, we show that the well-documented negative relation between short sales and future...
Persistent link: https://www.econbiz.de/10013116310