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Financial innovation and information: the role of derivatives when a market for information exists

Massa, Massimo - In: The review of financial studies 15 (2002) 3, pp. 927-957

Persistent link: https://www.econbiz.de/10001688879

Volatility and informativeness

Dávila, Eduardo; Parlatore, Cecilia - In: Journal of financial economics 147 (2023) 3, pp. 550-572

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Agent-based models for market impact and volatility

Bouchaud, Jean-Philippe - 2018

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Security prices and market transparency

Madhavan, Ananth Narayan - 1990

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Die Stabilisierungswirkungen von Mindestreserven

Bindseil, Ulrich - 1997

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Comovement, information production, and the business cycle

Brockman, Paul; Liebenberg, Ivonne; Schutte, Maria - In: Journal of financial economics 97 (2010) 1, pp. 107-129

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Information and the equity premium

Gollier, Christian; Schlee, Edward E. - In: Journal of the European Economic Association 9 (2011) 5, pp. 871-902

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Something in the air: information density, news surprises, and price jumps

Füss, Roland; Grabellus, Markus; Mager, Ferdinand; … - 2015

This paper introduces a new information density indicator to provide a more comprehensive understanding of price … the likelihood of price jumps and independent of the magnitude of news surprises or pre-announcement trading activity. We …

Persistent link: https://www.econbiz.de/10011344170

Information and volatility

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Reserve requirements and economic stabilization

Bindseil, Ulrich - 1997

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