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Article: Early peek advantage? Efficient price discovery with tiered information disclosure

TitleEarly peek advantage? Efficient price discovery with tiered information disclosure
Authors
Hu, XPan, JWang, J
KeywordsEarly peek
High frequency trading
Information disclosure
Price discovery
Issue Date2017
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jfec
Citation
Journal of Financial Economics, 2017, v. 126, p. 399-421 How to Cite?
DOI: http://dx.doi.org/10.1016/j.jfineco.2017.07.007
Persistent Identifierhttp://hdl.handle.net/10722/263816
ISSN
0304-405X
2021 Impact Factor: 8.238
2020 SCImago Journal Rankings: 11.673
SSRN
2361311
ISI Accession Number ID
WOS:000416192700009

 

DC FieldValueLanguage
dc.contributor.authorHu, X-
dc.contributor.authorPan, J-
dc.contributor.authorWang, J-
dc.date.accessioned2018-10-22T07:44:56Z-
dc.date.available2018-10-22T07:44:56Z-
dc.date.issued2017-
dc.identifier.citationJournal of Financial Economics, 2017, v. 126, p. 399-421-
dc.identifier.issn0304-405X-
dc.identifier.urihttp://hdl.handle.net/10722/263816-
dc.languageeng-
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jfec-
dc.relation.ispartofJournal of Financial Economics-
dc.subjectEarly peek-
dc.subjectHigh frequency trading-
dc.subjectInformation disclosure-
dc.subjectPrice discovery-
dc.titleEarly peek advantage? Efficient price discovery with tiered information disclosure-
dc.typeArticle-
dc.identifier.emailHu, X: gracexhu@hku.hk-
dc.identifier.authorityHu, X=rp01554-
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1016/j.jfineco.2017.07.007-
dc.identifier.scopuseid_2-s2.0-85027235418-
dc.identifier.hkuros294361-
dc.identifier.volume126-
dc.identifier.spage399-
dc.identifier.epage421-
dc.identifier.isiWOS:000416192700009-
dc.publisher.placeNetherlands-
dc.identifier.ssrn2361311-
dc.identifier.issnl0304-405X-

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