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Private information, trading volume, and stock-return variances

Barclay, Michael J. - In: The review of financial studies 3 (1990) 2, pp. 233-253

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Time variation in liquidity : the role of market-maker inventories and revenues

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Informed trading and portfolio returns

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Liquidity provision and stock return predictability

Hendershott, Terrence; Seasholes, Mark S. - In: Journal of banking & finance 45 (2014), pp. 140-151

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Are institutions informed about news?

Hendershott, Terrence; Livdan, Dmitry; Schürhoff, Norman - In: Journal of financial economics 117 (2015) 2, pp. 249-287

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Informed Trading and Portfolio Returns

Boulatov, Alex - 2010

We solve a multi-period model of strategic trading with long-lived information in multiple assets with correlated innovations in fundamental values. Market makers in each asset can only condition their price functions on trading in the that asset (but not on trading in the other asset). Using...

Persistent link: https://www.econbiz.de/10013150952