Informativeness of trade size in foreign exchange markets
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DOI: 10.1016/j.econlet.2016.11.010
Abstract: This article investigates a trading strategy that relies on private information in an electronic spot foreign exchange market. In a structural microstructure model extended for high-frequency data, our analysis links the informational content of trading… read more here.
Keywords: trade size; foreign exchange; informativeness trade; size foreign ... See more keywords
Indefinite Pronouns Optimize the Simplicity/Informativeness Trade‐Off
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DOI: 10.1111/cogs.13142
Abstract: Abstract The vocabulary of human languages has been argued to support efficient communication by optimizing the trade‐off between simplicity and informativeness. The argument has been originally based on cross‐linguistic analyses of vocabulary in semantic domains… read more here.
Keywords: trade; informativeness trade; simplicity informativeness; indefinite pronouns ... See more keywords