News Trading and Speed
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- Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713374, HAL.
- Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713372, HAL.
- Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713376, HAL.
- Thierry Foucault & Johan Hombert & Ioanid Rosu, 2012. "News Trading and Speed," Post-Print hal-00713377, HAL.
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More about this item
KeywordsInformed trading; news; volatility; volume; price discovery; high frequency trading;
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-11-09 (All new papers)
- NEP-CTA-2013-11-09 (Contract Theory & Applications)
- NEP-MST-2013-11-09 (Market Microstructure)
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