Do individual investors have better information about local stocks? Our results demonstrate that they do. Large trading …

We examine quantity choice patterns by equity traders across trading hours in the U.S. Controlling for intraday … variations in trading activity, we find that traders submit more non-rounded order sizes and more order sizes overall leading up … differs from total trading demand, which resembles a U-shape pattern intraday, but is consistent with less trade …

benefit by splitting orders across markets at the cast of local investors who only trade through one venue. If trading hours … do not perfectly overlap, we can test for order-splitting by studying trading in the overlap vis­a-vis the non …-overlap. We consider trading in NYSE- listed British and Dutch stocks an ideal experiment and tailor the model to this setting. We …

In a dynamic model of financial market trading multiple heterogeneously informed traders choose when to place orders …. This behavior generates intraday patterns with decreasing spreads, decreasing probability of informed trading (PIN), and …

market. Eight simple rules of trading are tested in five markets. Only long positions are tracked and reported. When neither …

Several trading rules are analyzed using all daily returns on every Ibex future contracts, since market data from MEFF …. Results show that if the investor follows the analyzed trading strategies, he or she will get a better return than the index … these trading strategies. In a formal test, signals from these rules are included in an OLS model trying to explain daily …

that there will be zero asset flow into and out of the funds, zero excess returns net of trading costs, a fixed management …

benefit by splitting orders across markets at the cast of local investors who only trade through one venue. If trading hours … do not perfectly overlap, we can test for order-splitting by studying trading in the overlap visða-vis the non …-overlap. We consider trading in NYSE-listed British and Dutch stocks an ideal experiment and tailor the model to this setting. We …

Prior studies in the area of management forecasts contain a common characteristic, they make no distinction as to the …. In terms of bias and information content, findings suggest that forecasts tend to significantly differ during these … practical and important implications for users and disseminators of forecast information. …