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dc.contributor.authorWitte, Björn-Christopheren_US
dc.date.accessioned2009-04-21en_US
dc.date.accessioned2010-08-16T09:40:05Z-
dc.date.available2010-08-16T09:40:05Z-
dc.date.issued2009en_US
dc.identifier.isbn978-3-931052-71-3en_US
dc.identifier.urihttp://hdl.handle.net/10419/38767-
dc.description.abstractThis study seeks to explore, how market efficiency changes, if ordinary traders receive fundamental news more or less often. We show that longer temporal information gaps lead to fewer but larger shocks and a reduction of the average noise level on the dynamics. The consequences of these effects for market efficiency are ambiguous. Longer temporal information gaps can deteriorate or improve market efficiency. The concrete result depends on the stability of the market together with the interval in which the length of the gap is incremented.en_US
dc.language.isoengen_US
dc.publisherUniv., Volkswirtschaftliche Forschungsstelle Bambergen_US
dc.relation.ispartofseriesBERG Working paper series on government and growth 64en_US
dc.subject.jelG12en_US
dc.subject.jelG14en_US
dc.subject.ddc330en_US
dc.subject.keywordTemporal information gapsen_US
dc.subject.keywordmarket efficiencyen_US
dc.subject.keyworddisclosure policyen_US
dc.subject.keywordagent-based financial market modelsen_US
dc.subject.keywordtechnical and fundamental analysisen_US
dc.subject.stwEffizienzmarkttheseen_US
dc.subject.stwAnlageverhaltenen_US
dc.subject.stwAsymmetrische Informationen_US
dc.subject.stwAuskunftspflichten_US
dc.subject.stwWertpapieranalyseen_US
dc.subject.stwAgent-based Modelen_US
dc.subject.stwTheorieen_US
dc.titleTemporal information gaps and market efficiency: A dynamic behavioral analysisen_US
dc.typeWorking Paperen_US
dc.identifier.ppn597881715en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:bamber:64-
Appears in Collections:BERG Working Paper Series, Universität Bamberg

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