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Does low price synchronicity mean more informativeness in stock prices? : empirical evidence on information integration speed in the Chinese stock market

Hu, Yingyi; Zhao, Tiao; Zhang, Lin - In: Emerging markets, finance and trade : EMFT 55 (2019) 5, pp. 1014-1033

Persistent link: https://www.econbiz.de/10012210665

Information transmission in finance

Tetlock, Paul C. - In: Annual review of financial economics 6 (2014), pp. 365-384

Persistent link: https://www.econbiz.de/10010492502

Testing the sticky information Phillips curve

Coibion, Olivier - In: The review of economics and statistics 92 (2010) 1, pp. 87-101

Persistent link: https://www.econbiz.de/10008737901

Using surveys to measure information in auctions : evidence for rational behavior, informative prices, and the importance of credibility in eBay computer auctions

Yin, Pai-Ling - 2004

Persistent link: https://www.econbiz.de/10003550960

Option volume and stock prices : evidence on where informed traders trade

Easley, David - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 431-465

Persistent link: https://www.econbiz.de/10001238320

Testing the information-based trading hypothesis in the option market : evidence from share repurchases

Badshah, Ihsan Ullah; Koerniadi, Hardjo; Kolari, James W. - In: Journal of risk and financial management : JRFM 12 (2019) 4/179, pp. 1-11

The informed options trading hypothesis posits that option prices lead stock prices. In this paper, we extended the research on this hypothesis to open-market share repurchases. Empirical tests showed that the implied volatility spread was not significantly related to buy-and-hold abnormal stock...

Persistent link: https://www.econbiz.de/10012171287