Investor attention and market microstructure

DOI10.1016/j.econlet.2016.10.032zbMath1394.91176OpenAlexW2546245044MaRDI QIDQ1668651

Xinfeng Ruan, Jin E. Zhang

Publication date: 29 August 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2016.10.032

zbMATH Keywords

market microstructureinvestor attention

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

• Public disclosure, information leakage, and strategic trading
• Overconfidence on public information
• Continuous Auctions and Insider Trading

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