Similar Search Results

Bitcoin transactions, information asymmetry and trading volume

Ante, Lennart - In: Quantitative finance and economics 4 (2020) 3, pp. 365-381

Persistent link: https://www.econbiz.de/10012271431

On the informational efficiency of a monopolistic financial market

Nöldeke, Georg - 1991

Persistent link: https://www.econbiz.de/10000828638

Informationsaggregation und Insidererkennung in Finanzmärkten

Nöth, Markus - 1998

Persistent link: https://www.econbiz.de/10000651175

Information in fiancial markets : how private information affects prices, how it can be revealed and how it may be used

Sirnes, Espen - 2008

Persistent link: https://www.econbiz.de/10003831883

Finanzanalysten und Preiseffizienz

Callsen-Bracker, Hans-Markus - 2007 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003411423

Efficiency and stability in complex financial markets

Caccioli, Fabio; Marsili, Matteo - 2010

The authors study a simple model of an asset market with informed and non-informed agents. In the absence of non-informed agents, the market becomes information efficient when the number of traders with different private information is large enough. Upon introducing non-informed agents, the...