Bernhardt is with the Department of Economics, University of Illinois at Urbana-Champaign. Miao is with the Department of Economics, Boston University. We thank Shmuel Baruch, Oleg Bondarenko, Larry Epstein, Terrence Henderschott, Eric Hughson, Leslie Marx, and a particularly conscientious referee for helpful comments. We are especially grateful to Motohiro Sato. Our analysis was tremendously facilitated by Motohiro Sato's extended solution to a homework problem in a market microstructure finance course at Queen's University in 1997.
Informed Trading When Information Becomes Stale
Version of Record online: 27 NOV 2005
© 2004 the American Finance Association
The Journal of Finance
Volume 59, Issue 1, pages 339–390, February 2004
How to Cite
Bernhardt, D. and Miao, J. (2004), Informed Trading When Information Becomes Stale. The Journal of Finance, 59: 339–390. doi: 10.1111/j.1540-6261.2004.00635.x
- Issue online: 27 NOV 2005
- Version of Record online: 27 NOV 2005
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