Filtration enlargement-based time series forecast in view of insider trading
Luke M. Bennett, Wei Hu
| Year of publication: |
2023
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|---|---|
| Authors: | Bennett, Luke M. ; Hu, Wei |
| Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-6419, ZDB-ID 2006451-2. - Vol. 37.2023, 1, p. 112-140
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| Subject: | bridge process | filtration enlargement | insider trading | market efficiency | price discovery | private information | time series forecast | Insiderhandel | Insider trading | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Asymmetrische Information | Asymmetric information | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Börsenkurs | Share price | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/joes.12503 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014287808