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dc.contributor.authorWitte, Björn-Christopheren
dc.date.accessioned2009-04-21-
dc.date.accessioned2010-08-16T09:40:05Z-
dc.date.available2010-08-16T09:40:05Z-
dc.date.issued2009-
dc.identifier.isbn978-3-931052-71-3en
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
dc.language.isoengen
dc.publisher|aBamberg University, Bamberg Economic Research Group on Government and Growth (BERG) |cBambergen
dc.relation.ispartofseries|aBERG Working Paper Series on Government and Growth |x64en
dc.subject.jelG12en
dc.subject.jelG14en
dc.subject.ddc330en
dc.subject.keywordTemporal information gapsen
dc.subject.keywordmarket efficiencyen
dc.subject.keyworddisclosure policyen
dc.subject.keywordagent-based financial market modelsen
dc.subject.keywordtechnical and fundamental analysisen
dc.subject.stwEffizienzmarkttheseen
dc.subject.stwAnlageverhaltenen
dc.subject.stwAsymmetrische Informationen
dc.subject.stwAuskunftspflichten
dc.subject.stwWertpapieranalyseen
dc.subject.stwAgent-based Modelen
dc.subject.stwTheorieen
dc.titleTemporal information gaps and market efficiency: A dynamic behavioral analysis-
dc.type|aWorking Paperen
dc.identifier.ppn597881715en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:bamber:64en

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