Results 251 to 260 of about 4,910,011 (312)
Some of the next articles are maybe not open access.

Related searches:

Market Orders and Market Efficiency

The Journal of Finance, 1997
ABSTRACTThis work compares a dealer market and a limit‐order book. Dealers commonly observe order flow and collect information from multiple market orders. They may be better informed than other traders, although they do not earn rents from this information.
Brown, David P, Zhang, Zhi Ming
openaire   +1 more source

Liquidity and market efficiency☆

Journal of Financial Economics, 2007
Abstract Short-horizon return predictability from order flows is an inverse indicator of market efficiency. We find that such predictability is diminished when bid-ask spreads are narrower, and has declined over time with the minimum tick size. Variance ratio tests suggest that prices were closer to random walk benchmarks in the more liquid decimal ...
Chordia, Tarun   +2 more
openaire   +2 more sources

Information Efficiency in the Cryptocurrency Market:The Efficient-Market Hypothesis

Journal of Computer Information Systems, 2021
This study tested the efficient-market hypothesis (EMH) to examine information efficacy in the cryptocurrency market.
Ho-Jun Kang, Sang-Gun Lee, Soo-Yong Park
openaire   +1 more source

Home - About - Disclaimer - Privacy