The time cost of information in financial markets

DOI10.1016/j.jet.2018.03.007zbMath1419.91670OpenAlexW2790867462MaRDI QIDQ1757563

Chad Kendall

Publication date: 15 January 2019

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2018.03.007

zbMATH Keywords

financial marketsinformation acquisitioninformational efficiency

Mathematics Subject Classification ID

Economics of information (91B44) Actuarial science and mathematical finance (91G99)

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