Efficient Prices at Any Cost: Does Algorithmic Trading Deter Information Acquisition?

Date
2016-05-21
Author
Weller, Brian M
Repository Usage Stats
290
views
0
downloads
Type
Journal article
Subject
Information Acquisition
Price Discovery
Algorithmic Trading
SEC MIDAS
Permalink
https://hdl.handle.net/10161/12470
Collections
More Info
Show full item record

Scholars@Duke

Weller

Brian M Weller

Assistant Professor of Economics
Professor Weller studies financial markets with an emphasis on liquidity and asset prices. He specializes in developing tools to analyze the informational and risk content of market intermediary behavior. He also investigates how technological and market structure innovations affect risk sharing and price discovery.Professor Weller is on leave for the 2019-20 academic year.
Open Access

Articles written by Duke faculty are made available through the campus open access policy. For more information see: Duke Open Access Policy

Rights for Collection: Scholarly Articles

Works are deposited here by their authors, and represent their research and opinions, not that of Duke University. Some materials and descriptions may include offensive content. More info