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We analyze a proprietary dataset of trades by a single asset manager, comparing their price impact with that of the trades of the rest of the market. In the context of a linear propagator model we find no significant difference between the two, suggesting that both the magnitude and time...
Persistent link: https://www.econbiz.de/10012934594
companies in Russia and using the difference-in-difference estimator, the study finds a statistically and economically … changes in the empirical specification. -- Investor protection ; company law ; dual class stock ; class rights ; Russia …
Persistent link: https://www.econbiz.de/10003818743
companies in Russia and using the difference-in-difference estimator, the study finds a statistically and economically … changes in the empirical specification. -- Investor protection ; company law ; dual class stock ; class rights ; Russia …
Persistent link: https://www.econbiz.de/10003932236
Persistent link: https://www.econbiz.de/10010340953
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companies in Russia and using the difference-in-difference estimator, the study finds a statistically and economically …
Persistent link: https://www.econbiz.de/10013149514