Predictions, Profits, and Delays in Prices

Author:

Rösch Dominik,Yu Yihe

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference43 articles.

1. The "dartboard" column: Second-hand information and price pressure;B M Barber;Journal of Financial and Quantitative Analysis,1993

2. How rigged are stock markets? evidence from microsecond timestamps;R P Bartlett;Journal of Financial Markets,2019

3. The cross-section of intraday and overnight returns;V Bogousslavsky;Journal of Financial Economics,2021

4. Does floor trading matter;J Brogaard;Journal of Finance,2023

5. The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response *;E Budish;Quarterly Journal of Economics,2015

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