Search Results - subject_exact:"Informationseffizienz"

High-frequency trading and price informativeness

Gider, Jasmin; Schmickler, Simon; Westheide, Christian - 2019

We study how stock price informativeness changes with the presence of highfrequency trading (HFT). Our estimate is based on the staggered start of HFT participation in a panel of international exchanges. With HFT presence market prices are a less reliable predictor of future cash ows and...

Persistent link: https://ebtypo.dmz1.zbw/10012062192

High-frequency trading and price informativeness

Gider, Jasmin; Schmickler, Simon; Westheide, Christian - 2019

We study how the informativeness of stock prices changes with the presence of high-frequency trading (HFT). Our estimate is based on the staggered start of HFT participation in a panel of international exchanges. With HFT presence, market prices are a less reliable predictor of future cash flows...

Persistent link: https://ebtypo.dmz1.zbw/10011990090

Volatility and informativeness

Dávila, Eduardo; Parlatore, Cecilia - 2019

Persistent link: https://ebtypo.dmz1.zbw/10011982164

Testing the information efficiency in emerging markets

Aktan, Ceyda; Sahin, Eyyup Ensari; Kucukkaplan, Ilhan - In: Financial management from an emerging market perspective, (pp. 49-67). 2018

Persistent link: https://ebtypo.dmz1.zbw/10011860476

Instrument-based vs. target-based rules

Halac, Marina; Yared, Pierre - 2018

Persistent link: https://ebtypo.dmz1.zbw/10011915889

Instrument-based vs. target-based rules

Halac, Marina; Yared, Pierre - 2018

Persistent link: https://ebtypo.dmz1.zbw/10011846321

Show us your shorts!

Kahraman, Bige; Pachare, Salil - 2018

Persistent link: https://ebtypo.dmz1.zbw/10011861934

Einfluss des Integrated Reportings auf Urteile und Entscheidungen privater Investoren : theoretische und laborexperimentelle Erkenntnisse

Kellner, Christian Manfred - 2020

Persistent link: https://ebtypo.dmz1.zbw/10012173111

On the informational efficiency of the cryptocurrency market

Kumar, Anoop S.; Nagaraju, Thota; Ajaz, Taufiq - In: The IUP journal of applied economics 19 (2020) 1, pp. 47-56

Persistent link: https://ebtypo.dmz1.zbw/10012266163

Assignment of stock market coverage

Chang, Briana; Hong, Harrison G. - 2017

Persistent link: https://ebtypo.dmz1.zbw/10011614181

Three essays on financial intermediation [cumulative dissertation]

Liebscher, Roberto - 2017

Persistent link: https://ebtypo.dmz1.zbw/10012105989

Trading European Central Bank rumours on the EUR-USD exchange rate market

Roodbar, Baback; Metcalf, Hugh; Casalin, Fabrizio - In: International review of financial analysis 61 (2019), pp. 53-70

Persistent link: https://ebtypo.dmz1.zbw/10012206939

The relevance of credit ratings in transparent bond markets

Badoer, Dominique C.; Demiroglu, Cem - In: The review of financial studies 32 (2019) 1, pp. 42-74

Persistent link: https://ebtypo.dmz1.zbw/10012033370

Financial report readability and stock return synchronicity

Bai, Xuelian; Dong, Yi; Hu, Nan - In: Applied economics 51 (2019) 4, pp. 346-363

Persistent link: https://ebtypo.dmz1.zbw/10012160542

Public news announcements, short-sale restriction and informational efficiency

Choy, Siu Kai; Zhang, Hua - In: Review of quantitative finance and accounting 52 (2019) 1, pp. 197-229

Persistent link: https://ebtypo.dmz1.zbw/10012171529

Informational inefficiency of Bitcoin : a study based on high-frequency data

Zargar, Faisal Nazir; Kumar, Dilip - In: Research in international business and finance 47 (2019), pp. 344-353

Persistent link: https://ebtypo.dmz1.zbw/10012135746

Information processing in freight and freight forward markets : an event study on OPEC announcements

Lauenstein, Philipp; Küster-Simić, André - 2016

In this paper, information processing in spot and forward freight markets with respect to the Organization of the Petroleum Exporting Countries (OPEC) output announcements is investigated. We use the event study methodology to study returns in tanker freight spot and forward markets around OPEC...

Persistent link: https://ebtypo.dmz1.zbw/10011543994

Rynek kapitałowy - efektywność i ryzyko

Czerwińska, Teresa (ed.); Nowak, Alojzy Z. (ed.) - 2016

Persistent link: https://ebtypo.dmz1.zbw/10011729907

Rationalität und Qualität von Wirtschaftsprognosen ; Rationality and Quality of Economic Forecasts

Scheier, Johannes - 2015

Wirtschaftsprognosen sollen die Unsicherheit bezüglich der zukünftigen wirtschaftlichen Entwicklung mindern und Planungsprozesse von Regierungen und Unternehmen unterstützen. Empirische Studien bescheinigen ihnen jedoch in aller Regel ein unbefriedigendes Qualitätsniveau. Auf der Suche nach...

Persistent link: https://ebtypo.dmz1.zbw/10011288103

Three essays on portfolio management

Guidotti, Ivan - 2015

Persistent link: https://ebtypo.dmz1.zbw/10011447203

Which financial stocks did short sellers target in the subprime crisis?

Hasan, Iftekhar; Massoud, Nadia; Saunders, Anthony; … - 2015

Persistent link: https://ebtypo.dmz1.zbw/10010500740

Informational efficiency and endogenous rational bubbles

Waters, George - In: Uncertainty, expectations and asset price dynamics : …, (pp. 149-172). 2018

Persistent link: https://ebtypo.dmz1.zbw/10012015061

High-frequency quoting : short-term volatility in bids and offers

Hasbrouck, Joel - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 2, pp. 613-641

Persistent link: https://ebtypo.dmz1.zbw/10011929491

The dynamics of REIT pricing efficiency

Aguilar, Mike; Boudry, Walter I.; Connolly, Robert A. - In: Real estate economics 46 (2018) 1, pp. 251-283

Persistent link: https://ebtypo.dmz1.zbw/10011971813

The effect of informed outside directors on investment efficiency

Felix, Robert - In: Advances in management accounting : a research annual 30 (2018), pp. 99-127

Persistent link: https://ebtypo.dmz1.zbw/10011952554

Die Informationsrelevanz der Unternehmenspublizität im Rahmen von Organeigengeschäften : eine komparative Analyse auf dem deutschen Anleihe- und Aktienmarkt

Meinzer, Christoph R. - 2018

Persistent link: https://ebtypo.dmz1.zbw/10011812865

Ontario's auction market for financial transmission rights : an analysis of its efficiency

Olmstead, Derek E. H. - In: The energy journal 39 (2018) 1, pp. 235-251

Persistent link: https://ebtypo.dmz1.zbw/10011825375

Harmonisierungskonzepte im europäischen Kapitalmarktrecht

Brüggemeier, Alexander F. P. - 2018

Persistent link: https://ebtypo.dmz1.zbw/10011772596

The time cost of information in financial markets

Kendall, Chad - In: Journal of economic theory 176 (2018), pp. 118-157

Persistent link: https://ebtypo.dmz1.zbw/10011980831

Informational efficiency of Bitcoin : an extension

Tiwari, Aviral Kumar; Jana, R. K.; Das, Debojyoti; … - In: Economics letters 163 (2018), pp. 106-109

Persistent link: https://ebtypo.dmz1.zbw/10011982966

Kapitalmarktkommunikation und Finanzanalysten : eine Sentimentanalyse der Managerkommunikation in Analystenkonferenzen

Brunnberg, Dirk - 2018

Dieses Buch untersucht den Einfluss von Kapitalmarktkommunikation auf die Prognoseleistung von Finanzanalysten. Als empirische Grundlage werden Analystenkonferenzen von Standard & Poor’s 500 Unternehmen zwischen den Jahren 2002 und 2014 analysiert. Vordergründig ist die...

Persistent link: https://ebtypo.dmz1.zbw/10012401279

Kapitalmarktkommunikation und Finanzanalysten : eine Sentimentanalyse der Managerkommunikation in Analystenkonferenzen

Brunnberg, Dirk - 2018

Persistent link: https://ebtypo.dmz1.zbw/10011805933

Kollaboratives Filtern in latenten Datenräumen : Entwurf und prototypische Realisierung eines Empfehlungssystems unter Datenknappheit

Feldmann, Marc - 2018

Persistent link: https://ebtypo.dmz1.zbw/10011914301

The scapegoat theory of exchange rates : the first tests

Fratzscher, Marcel; Rime, Dagfinn; Sarno, Lucio; Zinna, … - 2014

Persistent link: https://ebtypo.dmz1.zbw/10011539409

Informed trading and stock market efficiency

Mäkinen, Taneli - 2014

Persistent link: https://ebtypo.dmz1.zbw/10011531188

Student awareness of costs and benefits of educational decisions : effects of an information campaign and media exposure

McGuigan, Martin; McNally, Sandra; Wyness, Gill - 2014

University fees have recently trebled in England, prompting fears that young people may be put off from participating in higher education. We investigate students' knowledge and their receptiveness to information campaigns about the costs and benefits of staying on in education. We compare the...

Persistent link: https://ebtypo.dmz1.zbw/10010423762