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On the use of the market model R-square as a measure of stock price efficiency
Bramante, Riccardo; Petrella, Giovanni; Zappa, Diego - In: Review of quantitative finance and accounting 44 (2015) 2, pp. 379-391
Persistent link: https://www.econbiz.de/10011327620
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Information environments and high price impact trades : implication for volatility and price efficiency
Dionne, Georges; Zhou, Xiaozhou - 2019
Persistent link: https://www.econbiz.de/10012139168
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Relative importance analysis with multicategory dependent variables : an extension and review of best practices
Luchman, Joseph N. - In: Organizational research methods : ORM 17 (2014) 4, pp. 452-471
Persistent link: https://www.econbiz.de/10010418090
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Credit default swaps and the market for sovereign debt
Ismailescu, Iuliana; Phillips, Blake - In: Journal of banking & finance 52 (2015), pp. 43-61
Persistent link: https://www.econbiz.de/10011377300
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Economic efficiency when prices are not fixed : disentangling quantity and price efficiency
Portela, Maria Conceição A. Silva; Thanassoulis, Emmanuel - In: Omega : the international journal of management science 47 (2014), pp. 36-44
Persistent link: https://www.econbiz.de/10010371690
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Innovation strategies and stock price informativeness
Ding, Haina - 2015
This paper models the interactions among technological innovation, product market competition and information leakage via the stock market. There are two firms who compete in a product market and have an opportunity to invest in a risky technology either early on as a leader or later once stock...
Persistent link: https://www.econbiz.de/10010480936
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Price efficiency and trading behavior in limit order markets with competing insiders
Stöckl, Thomas - In: Experimental economics : a journal of the Economic … 17 (2014) 2, pp. 314-334
Persistent link: https://www.econbiz.de/10010411216
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The implications of high-frequency trading on market efficiency and price discovery
Manahov, Viktor; Hudson, Robert - In: Applied economics letters 21 (2014) 16/18, pp. 1148-1151
Persistent link: https://www.econbiz.de/10010465805
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Information diffusion, trading speed and their potential impact on price efficiency : literature review
Martins, Carlos Jorge Lenczewski - In: Borsa Istanbul Review 22 (2022) 1, pp. 122-132
The continuous debate and research related to High Frequency Trading emphasises the importance of performing analysis on topics associated with the interaction of traders with different trading speeds, and the effects of this interaction on price efficiency and market quality. The aim of this...
Persistent link: https://www.econbiz.de/10012818083
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More is less : publicizing information and market feedback
Bird, Andrew; Karolyi, Stephen A.; Ruchti, Thomas G.; … - In: Review of finance : journal of the European Finance … 25 (2021) 3, pp. 745-775
Persistent link: https://www.econbiz.de/10012546199