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ECONIS (ZBW)
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EconStor
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1
The impact of heterogeneous signals on stock price predictability in a rational expectations model
Winter, Christoph
-
2018
equilibrium it is always rational for agents to draw
inference
on their information sets, even in a "second-best" way. By "second …
Persistent link: https://www.econbiz.de/10011952636
Saved in:
2
Property and prices : toward a unified theory of value
Burgstaller, André Charles
-
1994
-
1. publ.
Persistent link: https://www.econbiz.de/10013493848
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3
Information, trade, and liquidity in financial markets
Watanabe, Masahiro
-
2003
Persistent link: https://www.econbiz.de/10003379202
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4
Cash-futures basis and the impact of market maturity, informed trading, and expiration effects
Chang, Charles
;
Lin, Emily
- In:
International review of economics & finance : IREF
35
(
2015
),
pp. 197-213
Persistent link: https://www.econbiz.de/10011333697
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5
Abnormal profit opportunities and the informational advantage of high frequency trading
Jarrow, Robert A.
;
Li, Hao
- In:
The quarterly journal of finance
3
(
2013
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10010245481
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6
Overconfidence,
arbitrage
, and equilibrium asset pricing
Daniel, Kent
;
Hirshleifer, David
;
Subrahmanyam, Avanidhar
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 921-965
Persistent link: https://www.econbiz.de/10001593013
Saved in:
7
Rational destabilization in a frictionless market
Sadzik, Tomasz
;
Woolnough, Chris
- In:
Journal of economic theory
192
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012805372
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8
A case study in regulatory
arbitrage
and information asymmetry : high frequency trading and the post only intermarket sweep oder
Bodek, Haim
- In:
Global algorithmic capital markets : high frequency …
,
(pp. 28-60)
.
2019
Persistent link: https://www.econbiz.de/10011975325
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9
Have existing theories explained the accrual anomaly? : an evaluation based on the decomposition method
Hu, Zhi-an
;
Huang, Zhuo
;
Lin, Dawei
;
Qiu, Zhimin
- In:
Accounting and finance
62
(
2022
)
3
,
pp. 3645-3675
Persistent link: https://www.econbiz.de/10013468227
Saved in:
10
Implementing the panel event study
Clarke, Damian
;
Tapia Schythe, Kathya
-
2020
Persistent link: https://www.econbiz.de/10012660185
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