Investor interaction and price efficiency: Evidence from social media
Sign Up to like & getrecommendations! Published in 2020 at "Finance Research Letters"
DOI: 10.1016/j.frl.2020.101747
Abstract: Abstract Previous studies have paid scant attention to the different interaction modes of investors. This paper employs a network model to describe different types of investor interaction behaviors in financial social media and study the… read more here.
Keywords: social media; investor; price efficiency; interaction ... See more keywords
Bitcoin’s Price Efficiency and Safe Haven Properties during the COVID-19 Pandemic: A Comparison
Sign Up to like & getrecommendations! Published in 2021 at "Research in International Business and Finance"
DOI: 10.1016/j.ribaf.2021.101472
Abstract: Abstract As the COVID-19 outbreak became a global pandemic, traditional financial market indicators were significantly affected. We examine the price efficiency and net cross-correlations among Bitcoin, gold, a US dollar index, and the Morgan Stanley… read more here.
Keywords: bitcoin price; price efficiency; world; msci world ... See more keywords
The impact of post-trade transparency on price efficiency and price discovery
Sign Up to like & getrecommendations! Published in 2019 at "Managerial Finance"
DOI: 10.1108/mf-05-2018-0217
Abstract: Purpose The purpose of this paper is to examine the impact of post-trade transparency on price efficiency and price discovery. Design/methodology/approach The authors use an exogeneous change in market transparency in the Taiwan Stock Exchange… read more here.
Keywords: impact; price; price efficiency; trade ... See more keywords