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Order dynamics : recent evidence from the NYSE

Ellul, Andrew; Holden, Craig W.; Jain, Pankaj K.; … - In: Journal of empirical finance 14 (2007) 5, pp. 636-661

Persistent link: https://www.econbiz.de/10003609968

A comprehensive test of order choice theory : recent evidence from the NYSE

Ellul, Andrew; Holden, Craig W.; Jain, Pankaj S.; … - 2003

Persistent link: https://www.econbiz.de/10001934927

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

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

"Wall Street week with Louis Rukheyser" recommendations : trading activity and performance

Beltz, Jess C. - In: Review of financial economics : RFE 6 (1997) 1, pp. 15-27

Persistent link: https://www.econbiz.de/10001223330

Penny wise, dollar foolish : buy-sell imbalances on and around round numbers

Bhattacharya, Utpal; Holden, Craig W.; Jacobsen, Stacey - In: Management science : journal of the Institute for … 58 (2012) 2, pp. 413-431

Persistent link: https://www.econbiz.de/10009512142

Costly trade, managerial myopia, and long-term investment

Holden, Craig W.; Lundstrum, Leonard L. - In: Journal of empirical finance 16 (2009) 1, pp. 126-135

Persistent link: https://www.econbiz.de/10003800551

Penny Wise, Dollar Foolish : Buy-Sell Imbalances On and Around Round Numbers

Bhattacharya, Utpal - 2017

This paper provides evidence that stock traders focus on round numbers as cognitive reference points for value. Using a random sample of more than 100 million stock transactions, we find excess buying (selling) by liquidity demanders at all price points one penny below (above) round numbers....

Persistent link: https://www.econbiz.de/10012976654

Investors's horizons and the amplification of market shocks

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

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

Investors' horizons and the amplification of market shocks

Cella, Cristina; Ellul, Andrew; Giannetti, Mariassunta - In: The review of financial studies 26 (2013) 7, pp. 1607-1648

Persistent link: https://www.econbiz.de/10009778363