Blog: Why financial markets are inefficient

MoneyScience 146 days ago

Blog: Research: Market Impact with Autocorrelated Order Flow under Perfect Competition http://t.co/svwwWQHw

MoneyScience 180 days ago

News: Research: Market Impact with Autocorrelated Order Flow under Perfect Competition http://t.co/svwwWQHw

181 days ago - MoneyScience Twitter Stream

moneyscience: Research: Market Impact with Autocorrelated Order Flow under Perfect Competition http://t.co/svwwWQHw

Blog: Market Impact with Autocorrelated Order Flow under Perfect Competition

Econophysics Forum 181 days ago

Blog: Market Impact with Autocorrelated Order Flow under Perfect Competition. (arXiv:1212.4770v1 [q-fin.TR])

Quantitative Finance at arXiv 182 days ago

News: Market Impact with Autocorrelated Order Flow under Perfect Competition. (arXiv:1212.4770v1 [q-fin.TR])

182 days ago - q-fin updates on arXiv.org

Our goal in this paper is to study the market impact in a market in which the order flow is autocorrelated. We build a model which explains qualitatively and quantitatively th...

News: Is finance too competitive?

219 days ago - Forum:Blog

Raghuram Rajan, Professor of Finance at the University of Chicago Booth School of Business and the chief economic adviser to the government of India, is the author of Fault Li...

News: A new way to understand consumer surplus

253 days ago - VoxEU.org: Recent Articles

Jeremy Bulow, Paul Klemperer, 10 October 2012Consumer surplus in any market equals the area between the demand curve and the industry marginal-revenue curve. This column argue...

News: Pareto at Melos

282 days ago - Three-Toed Sloth

Because Brad DeLong wants to revive a discussion from two years ago about "Hobbesian" tendencies in economics, I am reminded of a truly excellent paper which Brendan O'Connor ...

News: Information Asymmetry, Information Precision, and the Cost of Capital

544 days ago - Review of Finance - current issue

This paper examines the relation between information differences across investors (i.e., information asymmetry) and the cost of capital and establishes that with perfect compe...