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Zur Theorie der Geld-Brief-Spanne auf Anlegerauktionsmärkten : der Einfluß der Orderbuchtransparenz auf die Abschlußunsicherheit

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Noise traders incarnate : describing a realistic noise trading process

Peress, Joël; Schmidt, Daniel - In: Journal of financial markets 54 (2021), pp. 1-26

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Tan, Selin Duz - In: Borsa Istanbul Review 22 (2022) 4, pp. 812-827

This study shows how correlated information consumption (CIC) of retail investors relates to comovement in stock market outcomes. We construct clusters of stocks with CIC by employing network analysis on Google co-search data. We predict significant comovement in returns and liquidity of stocks...

Persistent link: https://www.econbiz.de/10013334839