Informed trading, market efficiency and volatility
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference14 articles.
1. How noise trading affects markets: An experimental analysis;Bloomfield;Rev. Financ. Stud.,2009
2. Noise trader risk in financial markets;De Long;J. Polit. Econ.,1990
3. Stock return variances: the arrival of information and the reaction of traders;French;J. Financ. Econ.,1986
4. Efficiency in pari-mutuel betting markets across wagering pools in the simulcast era;Gramm;South. Econ. J.,2006
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1. Separating insider and informed behavior: Evidence from a natural setting;Southern Economic Journal;2024-04-03
2. Network connectedness and the contagion structure of informed trading: Evidence from the time and frequency domains;International Review of Financial Analysis;2023-11
3. COVID-19 pandemic and the stock market: Liquidity, price efficiency, and trading;Journal of Financial Markets;2023-06
4. Tick size and price efficiency: Further evidence from the Tick Size Pilot Program;Financial Management;2023-04-10
5. Information and price efficiency in the absence of home crowd advantage;Applied Economics Letters;2021-02-07
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