Asymmetric news responses of high‐frequency and non‐high‐frequency traders
نویسندگان
چکیده
منابع مشابه
No News is Good News (or at least Most News is Bad News): Asymmetric Responses to Economic Information
There is a considerable body of work suggesting that economic news has significant political and economic implications. Most work in political science assumes that responses to this news are symmetrical, however; indeed, this work also assumes that responses to the economy itself are symmetrical. This is most likely not true. There is, rather, reason to believe that negative economic informatio...
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ژورنال
عنوان ژورنال: Financial Review
سال: 2019
ISSN: 0732-8516,1540-6288
DOI: 10.1111/fire.12200