Open AccessTwo essays on information in trading
Author(s) -
Yanhao Fang
Publication year - 2022
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.31390/gradschool_dissertations.3461
Subject(s) - price discovery , financial economics , equity (law) , index (typography) , pairs trade , price formation , cash flow , institutional investor , trading strategy , economics , information flow , high frequency trading , econometrics , efficient market hypothesis , private information retrieval , vector autoregression , algorithmic trading , business , futures contract , alternative trading system , corporate governance , accounting , finance , geography , computer science , mathematics , stock market , statistics , political science , philosophy , context (archaeology) , law , linguistics , archaeology , world wide web