Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 2 of 2 for “"probability of information-based trading"”.
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The accuracy of financial analysts and market response
… in financial markets, resulting in two steps for information to be fully absorbed into the stock price: analysts’ reaction to information, and investors’ reaction to analysts’ recommendations. Thus any observed inefficiency in stock pricing could result from two possibilities: analysts failed to …
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Three Essays on Price Discovery, Stock Liquidity, and Crash Risk
… variation in the contribution to price discovery of the two markets. Increases in price discovery are mainly driven by relative trading costs and volume, and by uncertainty to a lesser extent. Additionally, medium-sized trades contain most information in terms of price discovery. Finally, higher …