Catching falling knives: speculating on market overreaction
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Keywordshigh-frequency trading; market crashes; speculation; supply information;
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- G0 - Financial Economics - - General
- 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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-08-23 (All new papers)
- NEP-CTA-2013-08-23 (Contract Theory & Applications)
- NEP-MST-2013-08-23 (Market Microstructure)
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