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Informed trading intensity
Bogousslavsky, Vincent; Fos, Vyacheslav; Muravyev, Dmitriy - In: The journal of finance : the journal of the American … 79 (2024) 2, pp. 903-948
Persistent link: https://www.econbiz.de/10014535294
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Order flow and liquidity around NYSE trading halts: discussion
Weaver, Daniel G. - In: The journal of finance : the journal of the American … 55 (2000) 4, pp. 1801-1805
Persistent link: https://www.econbiz.de/10001505433
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Does algorithmic trading improve liquidity?
Hendershott, Terrence; Jones, Charles M.; Menkveld, … - In: The journal of finance : the journal of the American … 66 (2011) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10008991191
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Is information risk a determinant of asset returns?
Easley, David; Hvidkjaer, Soeren; O'Hara, Maureen - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 2185-2221
Persistent link: https://www.econbiz.de/10001709427
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Presidential address : liquidity and price discovery
O'Hara, Maureen - In: The journal of finance : the journal of the American … 58 (2003) 4, pp. 1335-1354
Persistent link: https://www.econbiz.de/10001780663
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Beliefs aggregation and return predictability
Kyle, Albert S.; Obižaeva, Anna; Wang, Yajun - In: The journal of finance : the journal of the American … 78 (2023) 1, pp. 427-486
Persistent link: https://www.econbiz.de/10014311365
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Cream-skimming or profit-sharing? : The curious role of purchased order flow
Easley, David - In: The journal of finance : the journal of the American … 51 (1996) 3, pp. 811-833
Persistent link: https://www.econbiz.de/10001203645
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Security design with investor private information
Axelson, Ulf - In: The journal of finance : the journal of the American … 62 (2007) 6, pp. 2587-2632
Persistent link: https://www.econbiz.de/10003593780
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A rational expectations equilibrium with informative trading volume
Schneider, Jan - In: The journal of finance : the journal of the American … 64 (2009) 6, pp. 2783-2805
Persistent link: https://www.econbiz.de/10003926426
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Disclosing to informed traders
Banerjee, Snehal; Marinovic, Iván; Smith, Kevin - In: The journal of finance : the journal of the American … 79 (2024) 2, pp. 1513-1578
Persistent link: https://www.econbiz.de/10014535525