Information Impact on Stock Price Dynamics

• Autorzy: Małgorzata Doman
• Języki publikacji: EN

Abstrakty

EN

In the paper we investigate the connections between the possible proxies of information process: volume, duration and return, and try to answer the question about the variable which is the most important factor in the process of discovering information by uninformed traders. We are especially interested in how the dynamics of these variables differs when we take into consideration equities of small or large companies.(fragment of text)

Słowa kluczowe

EN

Information process; Data flow; Financial markets; Prices

PL

Proces informacyjny; Przepływ informacji; Rynki finansowe; Ceny

• Czasopismo: Dynamic Econometric Models
• Rocznik: 2008
• Tom: 8
• Strony: 13--20

Twórcy

autor

Małgorzata Doman

• Poznań University of Economics, Poland

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