Narrow search
Showing 1 - 10 of 362,448
Cover Image
Asymmetric information and endogenous stock price volatility : an asset pricing model of sunspot equilibria
Fukuda, Shin-ichi - 1994
Persistent link: https://www.econbiz.de/10000148131
Cover Image
Asymmetric information and the excess volatility of stock prices
Eden, Benjamin; Jovanovic, Boyan - 1992
Persistent link: https://www.econbiz.de/10000851131
Cover Image
Asymmetric volatility and risk in equity markets
Bekaert, Geert; Wu, Guojun - 1997
Persistent link: https://www.econbiz.de/10000627885
Cover Image
Information and inventories in high-frequency trading
Muhle-Karbe, Johannes; Webster, Kevin - 2015
We study how short-term informational advantages can be monetized in a high-frequency setting, when large inventories are explicitly penalized. We find that if most of the additional information is revealed regardless of the high-frequency traders' actions, then fast inventory management allows...
Persistent link: https://www.econbiz.de/10011412266
Cover Image
Market size matters : a model of excess volatility in large markets
Kawakami, Kei - 2015
Persistent link: https://www.econbiz.de/10011339241
Cover Image
Does firm-specific information in stock prices guide capital allocation?
Durnev, Art; Morck, Randall; Yeung, Bernard - 2001
Persistent link: https://www.econbiz.de/10001547743
Cover Image
Information aggregation and optimal market size
Kawakami, Kei - 2014
Persistent link: https://www.econbiz.de/10010411872
Cover Image
Takeover bidding with signaling incentives
Liu, Tingjun - 2007
Persistent link: https://www.econbiz.de/10003449298
Cover Image
Information, Asset Price Volatility, and Liquidity
Friedman, Daniel; Gu, Grace; Zheng, Vivian Juehui - 2023
? In turn, how do private information and market information affect asset price volatility and liquidity? What are the … private information purchases and less competitive markets increase the bond’s overall price volatility and liquidity. However …, ominous public information can increase volatility and decrease liquidity. This paper highlights the roles of public …
Persistent link: https://www.econbiz.de/10014347752
Cover Image
Does Firm-specific Information in Stock Prices Guide Capital Allocation?
Durnev, Artyom - 2001
We show that firms in industries in which firm-specific stock price variation is larger use more external financing and allocate capital with greater precision in the sense that their marginal q ratios are closer to one. According to the Efficient Markets Hypothesis, greater firm-specific stock...
Persistent link: https://www.econbiz.de/10012470636