Information flows and the law of one price
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- Fan, Rui & Talavera, Oleksandr & Tran, Vu, 2023. "Information flows and the law of one price," International Review of Financial Analysis, Elsevier, vol. 85(C).
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More about this item
Keywords
Twitter; investor sentiment; exchange rate pass-through; dual-listing; market integration; text classification; computational linguistics;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- L86 - Industrial Organization - - Industry Studies: Services - - - Information and Internet Services; Computer Software
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2022-04-25 (Big Data)
- NEP-MST-2022-04-25 (Market Microstructure)
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