Liquidity and the marginal value of information
Year of publication: |
2014
|
---|---|
Authors: | Boulatov, Alex ; Taub, Bart |
Published in: |
Economic theory : official journal of the Society for the Advancement of Economic Theory. - Berlin : Springer, ISSN 0938-2259, ZDB-ID 1059110-2. - Vol. 55.2014, 2, p. 307-334
|
Subject: | Market microstructure | Liquidity | Information | Doob h-transform | Marktmikrostruktur | Informationswert | Information value | Theorie | Theory | Liquidität | Asymmetrische Information | Asymmetric information | Marktliquidität | Market liquidity |
-
Public information arrival : price discovery and liquidity in electronic limit order markets
Riordan, Ryan, (2013)
-
Information, liquidity, and dynamic limit order markets
Riccò, Roberto, (2020)
-
Insider trading, stochastic liquidity, and equilibrium prices
Collin-Dufresne, Pierre, (2016)
- More ...
-
Liquidity and the marginal value of information
Boulatov, Alex, (2014)
-
Dealer attention, the speed of quote adjustment to information, and net dealer revenue
Boulatov, Alex, (2009)
-
Strategic Trading with Market Closures
Boulatov, Alex, (2006)
- More ...