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Information and trading targets in a dynamic market equilibrium · Study

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ArticleInformation and trading targets in a dynamic market equilibrium

Jin Hyuk Choi2018

OA

Articlegreen2018

Information and trading targets in a dynamic market equilibrium

Jin Hyuk Choi · Kasper Larsen · Duane J. Seppi

41 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1970The Market for "Lemons": Quality Uncertainty and the Market Mechanism 1985Continuous Auctions and Insider Trading 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1980On the Impossibility of Informationally Efficient Markets 1988A Theory of Intraday Patterns: Volume and Price Variability 1991Measuring the Information Content of Stock Trades 2001Optimal execution of portfolio transactions 1995An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse

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Year2018

Typearticle

Published2018-11-07

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations41

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jfineco.2018.11.003

openalex_workW2952841121

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