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Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe

Arouri, Mohamed; Rault, Christophe - In: Revue économique : revue bimestrielle 61 (2010) 5, pp. 945-959

Persistent link: https://www.econbiz.de/10008659429

Call me maybe? : the effects of exercising contingent capital

Vallee, Boris - 2013

contingent capital triggers. LMEs are concentrated on low capitalization situations, both in the cross-section and in the time …

Persistent link: https://www.econbiz.de/10010391944

News trading and speed

Foucault, Thierry; Hombert, Johan; Rosu, Ioanid - 2015

We compare the optimal trading strategy of an informed speculator when he can trade ahead of incoming news (is "fast"), versus when he cannot (is "slow"). We find that speed matters: the fast speculator's trades account for a larger fraction of trading volume, and are more correlated with...

Persistent link: https://www.econbiz.de/10010504950

False news, informational efficiency, and price reversals

Dugast, Jérôme; Foucault, Thierry - 2015

Information processing filters out the noise in data but it takes time. Hence, low precision signals are available … signals of increasing precision over time about the payoff of an asset. As the cost of low precision signals declines, prices …

Persistent link: https://www.econbiz.de/10010499565