Hierarchical information and the rate of information diffusion
Year of publication: |
2012
|
---|---|
Authors: | Xue, Yi ; Gençay, Ramazan |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 36.2012, 9, p. 1372-1401
|
Subject: | Information hierarchies | Information diffusion rate | Price discovery | Momentum | Informationsverbreitung | Information dissemination | Informationsökonomik | Economics of information | Theorie | Theory | Information | Asymmetrische Information | Asymmetric information | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Informationswert | Information value |
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