An empirical analysis of trading intensity and information dissemination

    Project: Research project

    Description

    This research is concerned in particular with the role of trading intensity in the information dissemination. Various theoretical models suggest a possible role for the time between trades and information dissemination. They suggest that long durations between trades are likely to be associated with bad news; or that high trading intensity is an indication of a larger presence of informed traders; or that the uninformed traders will also be more active when many informed traders are present; while one study argues the opposite.
    Short titleAn empirical analysis of trading intensity and information dissemination
    StatusFinished
    Effective start/end date1/09/991/09/03