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A dynamic intraday measure of the probability of informed trading and firm-specific return variation
Chang, Sanders S.; Chang, Lenisa V.; Wang, F. Albert - In: Journal of empirical finance 29 (2014), pp. 80-94
Persistent link: https://www.econbiz.de/10011300503
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Informed trading, information uncertainty, and price momentum
Chen, Yifan; Zhao, Huainan - In: Journal of banking & finance 36 (2012) 7, pp. 2095-2109
Persistent link: https://www.econbiz.de/10009629656
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The overconfident trader does not always overreact to his information
Du, Sarina; Liu, Hong - In: Economic modelling 46 (2015), pp. 384-390
Persistent link: https://www.econbiz.de/10011436667
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Information efficiency and firm-specific return variation
Kelly, Patrick J. - In: The quarterly journal of finance 4 (2014) 4, pp. 1-44
Persistent link: https://www.econbiz.de/10010472899
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Partially informed noise traders
Aase, Knut K.; Bjuland, Terje; Øksendal, Bernt K. - In: Mathematics and financial economics 6 (2012) 2, pp. 93-104
Persistent link: https://www.econbiz.de/10009580937
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The implied intra-day probability of informed trading
Kumar, Raman; Popescu, Marius - In: Review of quantitative finance and accounting 42 (2014) 2, pp. 357-371
Persistent link: https://www.econbiz.de/10010391637
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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
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Information effect of involuntary delisting and informed trading
Park, Jinwoo; Lee, Posang; Park, Yun W. - In: Pacific-Basin finance journal 30 (2014), pp. 251-269
Persistent link: https://www.econbiz.de/10010496341
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Do Prices Reveal the Presence of Informed Trading?
Collin-Dufresne, Pierre - 2012
Using a comprehensive sample of trades by Schedule 13D filers, who possess valuable private information when they accumulate stocks of targeted companies, this paper studies whether several liquidity measures reveal the presence of informed trading. The evidence suggests that when Schedule 13D...
Persistent link: https://www.econbiz.de/10013099415
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Do Prices Reveal the Presence of Informed Trading?
Collin-Dufresne, Pierre - 2013
Using a comprehensive sample of trades by Schedule 13D filers, who possess valuable private information when they accumulate stocks of targeted companies, this paper studies whether several liquidity measures reveal the presence of informed trading. The evidence suggests that when Schedule 13D...
Persistent link: https://www.econbiz.de/10013089587