Similar Search Results

Discussion of "Equity trading by institutional investors: evidence on order submission strategies" by Næs and Skjeltorp

Jain, Pankaj - In: Journal of banking & finance 27 (2003) 9, pp. 1819-1821

Persistent link: https://www.econbiz.de/10001783386

Volatility effects of institutional trading in foreign stocks

Chiyachantana, Chiraphol N.; Jain, Pankaj K.; Jiang, … - In: Journal of banking & finance 30 (2006) 8, pp. 2199-2214

Persistent link: https://www.econbiz.de/10003355717

International evidence on institutional trading behavior and price impact

Chiyachantana, Chiraphol N.; Jain, Pankaj K.; Jiang, … - In: The journal of finance : the journal of the American … 59 (2004) 2, pp. 869-898

Persistent link: https://www.econbiz.de/10002017411

Permanent price impact asymmetry of trades with institutional constraints

Chiyachantana, Chiraphol N.; Jain, Pankaj K.; Jiang, … - In: Journal of financial markets 36 (2017), pp. 1-16

Persistent link: https://www.econbiz.de/10011820196

Institutional trading around repurchase announcements : an uphill battle

Nguyen, Vinh Huy; Mishra, Suchismita; Jain, Pankaj K. - In: The financial review : the official publication of the … 57 (2022) 3, pp. 485-507

Persistent link: https://www.econbiz.de/10013348703

Can brokers have it all? : on the relation between make-take fees and limit order execution quality

Battalio, Robert H.; Corwin, Shane Anthony; Jennings, … - In: The journal of finance : the journal of the American … 71 (2016) 5, pp. 2193-2238

Persistent link: https://www.econbiz.de/10011561958

SOES trading and market volatility

Battalio, Robert H. - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 225-238

Persistent link: https://www.econbiz.de/10001224463

Order flow distribution, bid-ask spreads, and liquidity costs : Merrill Lynch's decision to cease routinely routing orders to regional stock exchanges

Battalio, Robert H.; Greene, Jason T.; Jennings, Robert H. - In: Journal of financial intermediation 7 (1998) 4, pp. 338-358

Persistent link: https://www.econbiz.de/10001390925

A Theory of Optimal Institutional Trading

Holden, Craig W. - 2015

I develop a theory of optimal trading by an institutional trader who receives a parent order (i.e., an overall trading request) from a fund manager to buy a specific quantity of a particular stock over a specified time horizon. The trader selects child orders to be submitted each period over the...

Persistent link: https://www.econbiz.de/10013033129

Investors's horizons and the amplification of market shocks

Cella, Cristina; Ellul, Andrew; Giannetti, Mariassunta - 2013

Persistent link: https://www.econbiz.de/10009743827