Martins, Carlos Jorge Lenczewski - In: Borsa Istanbul Review 22 (2022) 1, pp. 122-132
on price efficiency and market quality. The aim of this paper is directly related to the analysis on how information … efficiency or market quality. The incorporation of information in submitted orders evidently affects prices, but it may also … affect market quality for different reasons e.g., the use of low-quality information, or the fact that slower traders may be …