The time cost of information in financial markets
type: Item
instance of: scholarly article
title: The time cost of information in financial markets
zbMATH Open document ID: 1419.91670
author: Chad Kendall
published in: Journal of Economic Theory
publication date: 2019-01-15T00:00:00Z
Mathematics Subject Classification ID: 91G99
Mathematics Subject Classification ID: 91B44
zbMATH DE Number: 7001729
zbMATH Keywords: information acquisition
zbMATH Keywords: financial markets
zbMATH Keywords: informational efficiency
MaRDI profile type: Publication
full work available at URL: j.jet.2018.03.007
OpenAlex ID: W2790867462
cites work: Information Acquisition in Financial Markets
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cites work: Strategic growth options
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cites work: Informed Speculation with Imperfect Competition
cites work: Market Crashes and Informational Avalanches
cites work: Information aggregation in dynamic markets with strategic traders
cites work: Information Acquisition in a Noisy Rational Expectations Economy
cites work: Information Markets and the Comovement of Asset Prices
cites work: Strategic Delay in a Real Options Model of R&D Competition
Wikidata QID: Q130108195
DOI: 10.1016/J.JET.2018.03.007
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description: scientific article; zbMATH DE number 7001729