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The effect of limit order book information on investors with different risk attitudes
Wang, Ya-hui; Lai, Chien-Chih - In: The international journal of business and finance … 9 (2015) 1, pp. 113-120
Persistent link: https://www.econbiz.de/10010515350
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Momentum and Information Uncertainty
Pettersson, John - 2014
This study shows that uncertainty about information does not strengthen momentum. If the behavioral models hold, and if uncertainty about information causes high-volatility momentum strategies to outperform low-volatility strategies, then this relation must hold on a relative level. Momentum...
Persistent link: https://www.econbiz.de/10013044682
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Investor information gathering and the resolution of uncertainty
Neilson, Jed J. - In: Journal of accounting & economics 74 (2022) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10013448612
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Informationsökonomische Fundierung von Austauschprozessen : eine nachfragerorientierte Analyse
Adler, Jost - 1996
Persistent link: https://www.econbiz.de/10000610471
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Three essays on liquidity risk
Perilla, Augusto - 2008
Persistent link: https://www.econbiz.de/10003778666
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Instantaneous order impact and high-frequency strategy optimization in limit order books
Gonzalez, Federico; Schervish, Mark J. - In: Market microstructure and liquidity 3 (2017) 2, pp. 1-31
Persistent link: https://www.econbiz.de/10011923314
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A Leland model for delta hedging in central risk books
Muhle-Karbe, Johannes; Wang, Zexin; Webster, Kevin T. - In: Mathematical finance : an international journal of … 33 (2023) 3, pp. 504-547
Persistent link: https://www.econbiz.de/10014329890
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Do plants freeze upon uncertainty shocks?
Mecikovsky, Ariel M.; Meier, Matthias - 2014 - Preprint, This version: August 28, 2014, (Preliminary version)
uncertainty shock with respect to economies with stricter regulations. Using additional labor ow data from Germany, France and UK …
Persistent link: https://www.econbiz.de/10010399958
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Liquidität und Konkurrenz
Braun, Thomas - 1998
Persistent link: https://www.econbiz.de/10000993271
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The economics of information and uncertainty
McCall, John Joseph (contributor); McCall, John J. (ed.) - 1982
Persistent link: https://www.econbiz.de/10000053304