Conflicting versus reinforcing private information, information aggregation, and the time series properties of asset prices
Charles Schnitzlein, Patricia Chelley-Steeley, James M Steeley
| Year of publication: |
2024
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|---|---|
| Authors: | Schnitzlein, Charles R. ; Chelley-Steeley, Patricia L. ; Steeley, James M. |
| Published in: |
Journal of banking and finance. - Amsterdam : Elsevier North-Holland, ISSN 1872-6372, ZDB-ID 1460614-8. - Vol. 169.2024, Art.-No. 107300, p. 1-16
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| Subject: | Conflicting versus reinforcing information | Continuous double auction | Information aggregation | Information efficiency | Prediction market | Asymmetrische Information | Asymmetric information | Auktionstheorie | Auction theory | Informationsökonomik | Economics of information | Informationsverhalten | Information behaviour | Informationseffizienz | Informational efficiency | Information | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Aggregation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2024.107300 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015557523