Multidimensional noise and non-fundamental information diversity
Year of publication: |
2022
|
---|---|
Authors: | Russ, David |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 59.2022, p. 1-28
|
Subject: | Adverse selection | Noise trading | Non-fundamental information | Payment for order flow | Noise Trading | Adverse Selektion | Theorie | Theory | Wertpapierhandel | Securities trading | Informationsökonomik | Economics of information | Asymmetrische Information | Asymmetric information | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price |
-
Russ, David, (2022)
-
Information in Noise : Strategic Trading under Autocorrelated Uninformed Orders
Gounas, Vladislav, (2021)
-
Informativeness of trade size in foreign exchange markets
Gradojevic, Nikola, (2017)
- More ...
-
Listening to the noise: On price efficiency with dynamic trading
Arnold, Lutz, (2024)
-
Multidimensional noise and non-fundamental information diversity
Russ, David, (2020)
-
Listening to the noise in financial markets
Arnold, Lutz, (2020)
- More ...