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Trading strategies and trading profits in experimental asset markets with cumulative information

Stöckl, Thomas; Kirchler, Michael - 2010

. -- asymmetric information ; liquidity ; trading strategies ; limit order markets ; experiment …

Persistent link: https://www.econbiz.de/10009736615

Trading strategies and trading profits in experimental asset markets with cumulative information

Stöckl, Thomas; Kirchler, Michael - 2010

Persistent link: https://www.econbiz.de/10008658100

Hedging-Geschäfte und das Insiderhandelsverbot : eine Analyse unter besonderer Berücksichtigung des neuen europäischen Regulierungsrahmens und der wirtschaftswissenschaftlichen For...

Hauser, Johanna - 2017

Persistent link: https://www.econbiz.de/10011649087

Hedge fund activism and short-term value creation prior to the initial filing : evidence from US firms

Karpouzis, Efstathios; Margaritis, Dimitris; Psillaki, Maria - In: International journal of banking, accounting and … 13 (2023) 3, pp. 277-320

Persistent link: https://www.econbiz.de/10014232281

Outside insiders : does access to information prior to an IPO generate a trading advantage after the IPO?

Ozmel, Umit; Trombley, Timothy E.; Yavuz, Mehmet Deniz - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 1, pp. 303-334

Persistent link: https://www.econbiz.de/10012128914

Outside Insiders : Does Access to Information Prior to an IPO Generate a Trading Advantage After the IPO?

Ozmel, Umit - 2016

We investigate whether access to information prior to an IPO generates a trading advantage after the IPO. We find that limited partners (LPs) of venture capital funds obtain high returns when they invest in newly listed stocks backed by their funds. These returns are not explained by LPs'...

Persistent link: https://www.econbiz.de/10013005321