On the negative value of information in informationally inefficient markets: Calculations for large number of traders

European Journal of Operational Research

Volumn 195, Issue 1, 2009, Pages 117-126

  Pfeifer, Christian ^a   Schredelseker, Klaus ^a   Seeber, Gilg U H ^a  

^a UNIVERSITY OF INNSBRUCK   (Austria)

Author keywords

Asymmetric information; Inefficient markets; Simple random walk; Stochastic processes; Value of information

Indexed keywords

ADMINISTRATIVE DATA PROCESSING; DECISION SUPPORT SYSTEMS; DECISION THEORY; GAME THEORY; MANAGEMENT INFORMATION SYSTEMS; RANDOM PROCESSES;

ASYMMETRIC INFORMATION; INEFFICIENT MARKETS; SIMPLE RANDOM WALK; STOCHASTIC PROCESSES; VALUE OF INFORMATION;

ELECTRON ENERGY LEVELS;

EID: 55949124507     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2008.01.015     Document Type: Article

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