Book contents
- Frontmatter
- Contents
- Contributors
- Preface
- Interacting With Investors And Asset Owners
- Part I Robo Advisors and Automated Recommendation
- Part II How Learned Flows Form Prices
- 6 Introduction to Part II. Price Impact: Information Revelation or Self-Fulfilling Prophecies?
- 7 Order Flow and Price Formation
- 8 Price Formation and Learning in Equilibrium under Asymmetric Information
- 9 Deciphering How Investors’ Daily Flows are Forming Prices
- Towards Better Risk Intermediation
- Connections With The Real Economy
- Index
9 - Deciphering How Investors’ Daily Flows are Forming Prices
from Part II - How Learned Flows Form Prices
Published online by Cambridge University Press: 12 May 2023
- Frontmatter
- Contents
- Contributors
- Preface
- Interacting With Investors And Asset Owners
- Part I Robo Advisors and Automated Recommendation
- Part II How Learned Flows Form Prices
- 6 Introduction to Part II. Price Impact: Information Revelation or Self-Fulfilling Prophecies?
- 7 Order Flow and Price Formation
- 8 Price Formation and Learning in Equilibrium under Asymmetric Information
- 9 Deciphering How Investors’ Daily Flows are Forming Prices
- Towards Better Risk Intermediation
- Connections With The Real Economy
- Index
Summary
- Type
- Chapter
- Information
- Machine Learning and Data Sciences for Financial MarketsA Guide to Contemporary Practices, pp. 153 - 172Publisher: Cambridge University PressPrint publication year: 2023