Speed acquisition

Speed acquisition

Speed is a salient feature of modern financial markets. This paper studies investors' speed acquisition together with their information acquisition. Speed heterogeneity arises in equilibrium, fragmenting the information aggregation process with a nonmonotone impact on price informativeness. Var...

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Bibliographic Details
Main Authors: HUANG, Shiyang, YUESHEN, Bart Zhou
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2021
Subjects:
speed
information
technology
price discovery
price informativeness
Corporate Finance
Finance and Financial Management
Portfolio and Security Analysis
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/7286
https://ink.library.smu.edu.sg/context/lkcsb_research/article/8285/viewcontent/SpeedAcq_av.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/lkcsb_research/7286
https://ink.library.smu.edu.sg/context/lkcsb_research/article/8285/viewcontent/SpeedAcq_av.pdf

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