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Seeking and Hiding Fundamental Information in Order Flows · Study

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PreprintSeeking and Hiding Fundamental Information in Order Flows

Liyan Yang2015

OA

Preprintgreen2015

Seeking and Hiding Fundamental Information in Order Flows

Liyan Yang · Haoxiang Zhu

24 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Stochastic processes and financial applications Securities Regulation and Market Practices

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References

1985Continuous Auctions and Insider Trading 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 2014High-Frequency Trading and Price Discovery 2013The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response 2015Measuring skill in the mutual fund industry 1992Long-Lived Private Information and Imperfect Competition 2005Predatory Trading 2015Equilibrium fast trading

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Details

Year2015

Typepreprint

Published2015-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations24

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.2583915

openalex_workW221407907

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