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Benamar, Hedi, Foucault, Thierry, Vega, Clara , editor = · DOI 10.1093/rfs/hhaa072

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fields

q-fin.GN 1

years

2026 1

verdicts

UNVERDICTED 1

representative citing papers

The Value of Information: A Puzzle

q-fin.GN · 2026-05-11 · unverdicted · novelty 5.0

Value of information to informed traders equals price-order flow covariance and totals 0.04% of market cap, much less than active management fees.

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  • The Value of Information: A Puzzle q-fin.GN · 2026-05-11 · unverdicted · none · ref 48

    Value of information to informed traders equals price-order flow covariance and totals 0.04% of market cap, much less than active management fees.