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The ex ante effects of trade halting rules on informed trading strategies and market liquidity

Subrahmanyam, Avanidhar - In: Review of financial economics : RFE 6 (1997) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10001223334

Theory-based illiquidity and asset pricing

Chordia, Tarun; Huh, Sahn-Wook; Subrahmanyam, Avanidhar - In: The review of financial studies 22 (2009) 9, pp. 3629-3668

Persistent link: https://www.econbiz.de/10003885723

Price limits, information acquisition, and bid-ask spreads : theory and evidence

Anshuman, V. Ravi; Subrahmanyam, Avanidhar - In: Economic notes : economic review of Banca Monte dei … 28 (1999) 1, pp. 91-118

Persistent link: https://www.econbiz.de/10001371853

Overconfidence, arbitrage, and equilibrium asset pricing

Daniel, Kent; Hirshleifer, David; Subrahmanyam, Avanidhar - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 921-965

Persistent link: https://www.econbiz.de/10001593013

Security analysis and trading patterns when some investors receive information before others

Hirshleifer, David - In: The journal of finance : the journal of the American … 49 (1994) 5, pp. 1665-1698

Persistent link: https://www.econbiz.de/10001175168

Investment analysis and price formation in securities markets

Brennan, Michael J. - In: Journal of financial economics 38 (1995) 3, pp. 361-381

Persistent link: https://www.econbiz.de/10001180865

Multi-market trading and the informativeness of stock trades : an empirical intraday analysis

Subrahmanyam, Avanidhar - In: Journal of economics & business 49 (1997) 6, pp. 515-531

Persistent link: https://www.econbiz.de/10001234333

Long-lived private information and imperfect competition

Holden, Craig W. - In: The journal of finance : the journal of the American … 47 (1992) 1, pp. 247-270

Persistent link: https://www.econbiz.de/10001124507

Asymmetric Effects of Informed Trading on the Cost of Equity Capital

Brennan, Michael J. - 2015

We decompose the structural estimate of the probability of informed trading, PIN, into components that capture informed trading on good and on bad news. We estimate these two components at quarterly intervals, and provide new evidence that they capture informed trading around earnings...

Persistent link: https://www.econbiz.de/10013036090

Asymmetric effects of informed trading on the cost of equity capital

Brennan, Michael J.; Huh, Sahn-Wook; Subrahmanyam, Avanidhar - In: Management science : journal of the Institute for … 62 (2016) 9, pp. 2460-2480

Persistent link: https://www.econbiz.de/10011577121

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