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Partial revelation of information in experimental asset markets

Copeland, Thomas E. - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 265-295

Persistent link: https://www.econbiz.de/10001106447

The informational role of prices

Grossman, Sanford J. - 1989

Persistent link: https://www.econbiz.de/10011519392

Price informativeness and adaptive trading

Zheng, Huanhuan; Chen, Haiqiang - In: Journal of evolutionary economics : JEE 29 (2019) 4, pp. 1315-1342

Persistent link: https://www.econbiz.de/10012113699

Price formation in markets with trading delays

Pinter, Gabor; Üslü, Semih - 2023

Persistent link: https://www.econbiz.de/10014330115

More Informative Disclosures, Less Informative Prices? Portfolio and Price Formation Around Quarter-Ends

Gormley, Todd A. - 2020

-time position adjustments suggests this quarterly pattern might reduce price informativeness. Consistent with this possibility, we … find that quarter-ends are associated with greater subsequent return reversals and lower price efficiency. Additional tests … support a link between disclosure-driven trades and lower price efficiency …

Persistent link: https://www.econbiz.de/10012853490

Do prices reveal the presence of informed trading?

Collin-Dufresne, Pierre - 2012

Using a comprehensive sample of trades by Schedule 13D filers, who possess valuable private information when they accumulate stocks of targeted companies, this paper studies whether several liquidity measures reveal the presence of informed trading. The evidence suggests that when Schedule 13D...

Persistent link: https://www.econbiz.de/10012460208