Investigating the Impact of Order Flow Imbalance and Information Asymmetry on Treasury Bill Price Changes
ObjectiveThe information-based model is one of the prevalent frameworks in the market microstructure literature, examining trader behavior in the presence of information asymmetry and its subsequent impact on price formation. Information asymmetry significantly contributes to market inefficiency, ma...
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| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2024-06-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_98267_07fbcfc2645c0c9f3fee86c62ca13a64.pdf |
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