Cross-Asset Speculation in Stock Markets∗ - Econometrics at Illinois ...
Cross-Asset Speculation in Stock Markets∗ - Econometrics at Illinois ...
Cross-Asset Speculation in Stock Markets∗ - Econometrics at Illinois ...
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Figure 5: µ coefficients for asymmetrically distributed <strong>in</strong>form<strong>at</strong>ion.0.50.5DirectΜ coefficientIndirectΜ coefficient00.1 0.9Trader 1's share of <strong>in</strong>form<strong>at</strong>ionΝ00.1 0.9Trader 1's share of <strong>in</strong>form<strong>at</strong>ionΝ47