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Zhang et al., 2015 - Google Patents

Impact of information disclosure on prices, volume, and market volatility: An experimental approach

Zhang et al., 2015

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Document ID
3895072903290221009
Author
Zhang Y
Zhang H
Seiler M
Publication year
Publication venue
Journal of Behavioral Finance

External Links

Snippet

This study integrates experimental design with econometric techniques to examine the impact of information disclosure on trading prices, trading volume, and market volatility. Using a double auction model, we find that as information disclosure increases, trading …
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