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Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices?
Nawn, Samarpan; Banerjee, Ashok - In: Journal of empirical finance 53 (2019), pp. 109-125
Persistent link: https://www.econbiz.de/10012171648
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Security price informativeness with delegated traders
Gorton, Gary; He, Ping; Huang, Lixin - In: American economic journal : a journal of the American … 2 (2010) 4, pp. 137-170
Persistent link: https://www.econbiz.de/10008903107
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Going public with asymmetric information, agency costs and dynamic trading
Gomes, Armando R. - 1997
Persistent link: https://www.econbiz.de/10000971809
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Going public with asymmetric information, agency costs, and dynamic trading
Gomes, Armando - 1999
Persistent link: https://www.econbiz.de/10001365901
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Optimal contract for asset trades : collateralizing or selling?
Kang, Kee-Youn - In: Journal of financial markets 56 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10013282493
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Complementarities in information acquisition with short-term trades
Chamley, Christophe (contributor) - 2005
Persistent link: https://www.econbiz.de/10003738845
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Labor strength and informational asymmetry in the stock market
Hilary, Gilles - 2002
Persistent link: https://www.econbiz.de/10003776990
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Costly short-selling and stock price adjustment to earnings announcements
Reed, Adam V. - 2002
Persistent link: https://www.econbiz.de/10003780477
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Inefficience et dynamique des marchés financiers
Jawadi, Fredj; Sahut, Jean-Michel - 2009
Persistent link: https://www.econbiz.de/10003822577
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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