Prospect Theory and market quality
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DOI: 10.1016/j.jet.2013.09.010
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More about this item
Keywords
Prospect Theory; Market liquidity; Volatility; Trading volume; Price efficiency; Endogenous information acquisition;All these keywords.
JEL classification:
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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