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A Model of Asset Trading Under the Assumption of Sequential Information Arrival · Study

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ArticleA Model of Asset Trading Under the Assumption of Sequential Information Arrival

Thomas E. Copeland1976

Article1976

A Model of Asset Trading Under the Assumption of Sequential Information Arrival

Thomas E. Copeland

556 citations·0/0 files stored·The Journal of Finance

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Financial Markets and Investment Strategies Stochastic processes and financial applications Economic theories and models

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2005Evidence on the speed of convergence to market efficiency 1981An Equilibrium Model of Asset Trading with Sequential Information Arrival 2002The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence 1986The Information Content of Annual Earnings Releases: A Trading Volume Approach 2001The Dynamic Relation Between Stock Returns, Trading Volume, and Volatility 1979Liquidity Changes Following Stock Splits 2006Do Investors Trade More When Stocks Have Performed Well? Evidence from 46 Countries 2009Causality in quantiles and dynamic stock return–volume relations

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Year1976

Typearticle

Published1976-09-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations556

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2307/2326280

openalex_workW4240112138

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