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The Performance of Short-term Institutional Trades
Chakrabarty, Bidisha - 2016
Using a database of daily institutional trades, we document that a majority of short-term institutional trades lose money. In aggregate, over 23% of round-trip trades are held for less than three months, and the returns on these trades average -3.91% (non-annualized). These losses are pervasive...
Persistent link: https://www.econbiz.de/10013007685
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Trading in the Presence of Short-Lived Private Information : Evidence from Analyst Recommendation Changes
Kadan, Ohad - 2017
We use a proprietary dataset to test the implications of several asymmetric information models on how short …-lived private information affects trading strategies and liquidity provision. Our identification rests on information acquisition …
Persistent link: https://www.econbiz.de/10012973309
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Trading in the presence of short-lived private information : evidence from analyst recommendation changes
Kadan, Ohad; Michaely, Roni; Moulton, Pamela C. - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 4, pp. 1509-1546
Persistent link: https://www.econbiz.de/10011930504
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The impact of information risk and market stress on institutional trading : new evidence through the lens of a simulated herd model ; conference paper
Boortz, Christopher K.; Jurkatis, Simon; Kremer, Stephanie - 2013
This paper sheds new light on the impact of information risk and market stress on herding of institutional traders from … herding intensity should increase with information risk. Market stress should affect herding asymmetrically: while there is … institutional investors in the German stock market. The evidence provides strong support for an increasing effect of information …
Persistent link: https://www.econbiz.de/10010343757
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High-frequency trading and institutional trading costs
Chen, Marie; Garriott, Corey - In: Journal of empirical finance 56 (2020), pp. 74-93
Persistent link: https://www.econbiz.de/10012430411
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Retail and institutional trading during a COVID-19 presidential press conference
Crook, Matthew D.; Lynch, Andrew A.; Walkup, Brian R. - In: Journal of economics and finance : JEF 48 (2024) 2, pp. 544-562
Persistent link: https://www.econbiz.de/10015097333
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Impact of investor's trading activity to post-earnings-announcement drift
Vieru, Markku; Perttunen, Jukka; Schadéwitz, Hannu - In: Contributions to accounting, finance, and management …, (pp. 373-401). 2005
Persistent link: https://www.econbiz.de/10003393220
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The trading behavior and price impact of foreign, institutional, individual investors and government : evidence from Korean equity market
Hong, Gwangheon; Lee, Bong-soo - In: Japan and the world economy : international journal of … 23 (2011) 4, pp. 273-287
Persistent link: https://www.econbiz.de/10009506716
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Positive feedback trading, institutional investors and securities price fluctuation
Hong, Yin - In: China finance review international 1 (2011) 2, pp. 120-132
Persistent link: https://www.econbiz.de/10009657818
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Are individual investors less informed than institutional investors? : unique evidence from investor trading behaviours around bad mergers in Korean financial market
Han, Areum; Chung, Chune Young - In: Applied economics letters 20 (2013) 10/12, pp. 1145-1149
Persistent link: https://www.econbiz.de/10010197000