The sensitivity of trading to the cost of information-Reference-Cited by-同舟云学术

The sensitivity of trading to the cost of information

Published:2020-08-08 Issue:10 Volume:40 Page:1631-1644
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Frino Alex¹^ORCID,Kovačević Ognjen²^ORCID,Mollica Vito²^ORCID,Webb Robert I.³

Affiliation:

1. Faculty of Business, School of Accounting, Economics and FinanceUniversity of Wollongong Wollongong New South Wales Australia

2. Department of Applied Finance, Macquarie Business SchoolMacquarie University, North Ryde Sydney New South Wales Australia

3. McIntire School of CommerceUniversity of Virginia Charlottesville Virginia

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22152

Reference40 articles.

1. Insider Trading 2.0? The Ethics of Information Sales

2. Price discovery and common factor models

3. Baker N.(2018 May 2). Stock exchanges get warning shot from SEC over data profits.Bloomberg. Retrieved fromhttps://www.bloomberg.com/news/articles/2018-05-02/stock-exchanges-get-warning-shot-from-sec-over-data-profits

4. Board of Trade v. Christie Grain & Stock Co. 198 U.S. 236. (1905). Retrieved fromhttp://cdn.loc.gov/service/ll/usrep/usrep198/usrep198236/usrep198236.pdf

5. Trading and Pricing in Upstairs and Downstairs Stock Markets

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Negative WTI Price: What Really Happened and What Can We Learn?;The Journal of Derivatives;2021-12-23