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The speed of stock price discovery
Arieh Gavious
,
Haim Kedar-Levy
Department of Industrial Engineering and Management
Department of Management
Research output
:
Contribution to journal
›
Article
›
peer-review
6
Scopus citations
Overview
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Dive into the research topics of 'The speed of stock price discovery'. Together they form a unique fingerprint.
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Keyphrases
Stock Prices
100%
Price Discovery
100%
Endowment
66%
Risk Preferences
66%
Divergence
33%
Firm Size
33%
Market Value
33%
Utility-based
33%
Closed-form Expression
33%
Maximum Speed
33%
Wealth Effect
33%
Bounded Risk
33%
Convergence to Equilibrium
33%
Portfolio Rebalancing
33%
Economics, Econometrics and Finance
Stock Price
100%
Risk Attitude
100%
Risk Preference
100%
Investors
50%
Firm Size
50%
Wealth Effect
50%
CAPM
50%
Engineering
Closed Form Expression
100%
Market Price
100%