News Trading and Speed
Year of publication: |
2013-11-04
|
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Authors: | Foucault, Thierry ; Hombert, Johan ; Rosu, Ioanid |
Institutions: | HEC Paris (École des Hautes Études Commerciales) |
Subject: | Informed trading | news | volatility | volume | price discovery | high frequency trading |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Les Cahiers de Recherche - HEC Paris Number 975 63 pages |
Classification: | D82 - Asymmetric and Private Information ; D83 - Search, Learning, Information and Knowledge ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Limited attention and news arrival in limit order markets.
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