Campbell, John Y.; Ramadorai, Tarun; Schwartz, Allie - In: Journal of Financial Economics 92 (2009) 1, pp. 66-91
Many questions about institutional trading can only be answered if one tracks high-frequency changes in institutional ownership. In the United States, however, institutions are only required to report their ownership quarterly in 13-F filings. We infer daily institutional trading behavior from...
