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Comovements between heavily shorted stocks during a market squeeze : lessons from the GameStop trading frenzy

Umar, Zaghum; Yousaf, Imran; Zaremba, Adam - In: Research in international business and finance 58 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10013286466

Limit-order submission strategies under asymmetric information

Menkhoff, Lukas; Osler, Carol; Schmeling, Maik - In: Journal of banking & finance 34 (2010) 11, pp. 2665-2677

Persistent link: https://www.econbiz.de/10008858850

Informed momentum trading versus uninformed “naive” investors strategies

Banerjee, Anurag Narayan; Hung, Chi-Hsiou - In: Journal of banking & finance 35 (2011) 11, pp. 3077-3089

Persistent link: https://www.econbiz.de/10009374559

Do hedge funds manipulate stock prices?

Ben-David, Itzhak; Franzoni, Francesco; Landier, Augustin; … - 2012 - March 2012

We find evidence that hedge funds significantly manipulate stock prices on critical reporting dates. We document that stocks held by hedge funds experience higher returns on the last day of the quarter, followed by a reversal the next day. For example, the stocks in the top quartile of hedge...

Persistent link: https://www.econbiz.de/10009554212

Momentum has its moments

Barroso, Pedro; Santa-Clara, Pedro - In: Journal of financial economics 116 (2015) 1, pp. 111-120

Persistent link: https://www.econbiz.de/10011347950

Market-wide attention, trading, and stock returns

Yuan, Yu - In: Journal of financial economics 116 (2015) 3, pp. 548-564

Persistent link: https://www.econbiz.de/10011348462

Overreaction of country ETFs to US market returns : intraday vs. daily horizons and the role of synchronized trading

Levy, Ariel; Lieberman, Offer - In: Journal of banking & finance 37 (2013) 5, pp. 1412-1421

Persistent link: https://www.econbiz.de/10009729094

Chasing noise

Mendel, Brock; Shleifer, Andrei - In: Journal of financial economics 104 (2012) 2, pp. 303-320

Persistent link: https://www.econbiz.de/10009621137

Overconfident individual day traders : evidence from the Taiwan futures market

Kuo, Wei-yu; Lin, Tse-chun - In: Journal of banking & finance 37 (2013) 9, pp. 3548-3561

Persistent link: https://www.econbiz.de/10010126322

ETF arbitrage : intraday evidence

Marshall, Ben R.; Nguyen, Nhut; Visaltanachoti, Nuttawat - In: Journal of banking & finance 37 (2013) 9, pp. 3486-3498

Persistent link: https://www.econbiz.de/10010126380