The more we know, the less we agree : a test of the trading horizon heterogeneity theory
Year of publication: |
2022
|
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Authors: | Dai, Lili ; Parwada, Jerry T. ; Winchester, Donald W. ; Zhang, Bohui |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Oxford : Wiley-Blackwell, ISSN 1540-6288, ZDB-ID 2068470-8. - Vol. 57.2022, 1, p. 45-67
|
Subject: | higher order expectations | noisy rational expectations model | public information | trading volume | Rationale Erwartung | Rational expectations | Theorie | Theory | Handelsvolumen der Börse | Trading volume | Wertpapierhandel | Securities trading | Asymmetrische Information | Asymmetric information | Informationsökonomik | Economics of information | Börsenkurs | Share price |
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