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The dynamics of speculative trade places : formulation of a model
Nielsen, Erland Hejn - 1993
Persistent link: https://www.econbiz.de/10000877141
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Does the stock market overreact to new information?
De Bondt, Werner Franciscus Marcel - 1985
Persistent link: https://www.econbiz.de/10000692387
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Information aggregation and manipulation in an experimental market
Hanson, Robin; Oprea, Ryan; Porter, David P. - In: Journal of economic behavior & organization : JEBO 60 (2006) 4, pp. 449-459
Persistent link: https://www.econbiz.de/10003357725
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Does the open limit order book reveal information about short-run stock price movements?
Hellström, Jörgen (contributor); Simonsen, Ola (contributor) - 2006
Persistent link: https://www.econbiz.de/10003358982
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The impact of news releases on trade durations in stocks : empirical evidence from Sweden
Simonsen, Ola (contributor) - 2006
Persistent link: https://www.econbiz.de/10003358991
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Stock data, trade durations, and limit order book information
Simonsen, Ola (contributor) - 2006
Persistent link: https://www.econbiz.de/10003358994
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Information linkages and correlated trading
Colla, Paolo (contributor); Mele, Antonio (contributor) - 2008
In a market with informationally connected traders, the dynamics of volume, price informativeness, price volatility, and liquidity are severely affected by the information linkages every trader experiences with his peers. We show that in the presence of information linkages among traders, volume...
Persistent link: https://www.econbiz.de/10003848551
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A structural analysis of price discovery measures
Yan, Bingcheng; Zivot, Eric - In: Journal of financial markets 13 (2010) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10003935472
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Information linkages and correlated trading
Colla, Paolo; Mele, Antonio - In: The review of financial studies 23 (2010) 1, pp. 203-246
Persistent link: https://www.econbiz.de/10003941607
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Information sales and strategic trading
García, Diego; Sangiorgi, Francesco - In: The review of financial studies 24 (2011) 9, pp. 3069-3104
Persistent link: https://www.econbiz.de/10009373017