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What does the financial market pricing do? : a simulation analysis with a view to systemic volatility, exuberance and vagary

Biondi, Yuri; Righi, Simone - In: Journal of economic interaction and coordination : JEIC 11 (2016) 2, pp. 175-203

Persistent link: https://www.econbiz.de/10011700962

Temporary information disclosure and stock price volatility

Ling, Wanting - In: Proceedings of the 5th International Conference on …, (pp. 88-92). 2022

Persistent link: https://www.econbiz.de/10013348546

Reporting delays and the information content of off-market trades

Frino, Alex; Galati, Luca; Gerace, Dionigi - In: The journal of futures markets 42 (2022) 11, pp. 2053-2067

Persistent link: https://www.econbiz.de/10013465864

Incomplete financial markets and jumps in asset prices

Crès, Hervé; Markeprand, Tobias; Tvede, Mich - In: Economic theory : official journal of the Society for … 62 (2016) 1/2, pp. 201-219

Persistent link: https://www.econbiz.de/10011554148

Time scale and fractionality in financial time series

Sproul, Thomas W. - In: Agricultural finance review 76 (2016) 1, pp. 76-93

Persistent link: https://www.econbiz.de/10011695555

Price discovery and gains from trade in asset markets with insider trading

Brünner, Tobias; Levínský, René - 2020

novel call auction model with insider information. Our model predicts that more insider information improves informational … of insider information the call auction performs worse than continuous double auction. Testing these hypotheses in the … lab we find that insider information increases informational efficiency of call auction prices but does not decrease the …

Persistent link: https://www.econbiz.de/10012437539