Caught On Tape: Institutional Order Flow and Stock Returns
Year of publication: |
2005-06
|
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Authors: | Campbell, John Y. ; Ramadorai, Tarun ; Vuolteenaho, Tuomo O. |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AG published as Campbell, John Y. & Ramadorai, Tarun & Schwartz, Allie, 2009. "Caught on tape: Institutional trading, stock returns, and earnings announcements," Journal of Financial Economics, Elsevier, vol. 92(1), pages 66-91, April. Number 11439 |
Classification: | G1 - General Financial Markets |
Source: |
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