Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10011455259
Persistent link: https://www.econbiz.de/10003868671
Persistent link: https://www.econbiz.de/10003708560
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