Concepedia

A Model of Asset Trading Under the Assumption of Sequential Information Arrival

Thomas E. Copeland

The Journal of Finance · 1976 · 559 citations · 0 references

Concepts

BusinessEconomicsFinanceAsset PricingFinancial EconomicsStochastic ProcessesAsset Pricing TheoryAsset Return ModelingCapital MarketsInformation EconomicsMarket MicrostructureTrading StrategiesAsset Pricing Under Information AsymmetryInformation ArrivalInformation DelayMarket Reaction To InformationSequential Value Of Information