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Stealth trading : which traders' trades move stock prices?

Chakravarty, Sugato - In: Stock market liquidity : implications for market …, (pp. 311-325). 2008

Persistent link: https://www.econbiz.de/10003650779

Stealth-trading: which traders' trades move stock prices?

Chakravarty, Sugato - In: Journal of financial economics 61 (2001) 2, pp. 289-307

Persistent link: https://www.econbiz.de/10001592674

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

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

A simple model of payment for order flow, internalization, and total trading cost

Battalio, Robert H.; Holden, Craig W. - In: Journal of financial markets 4 (2001) 1, pp. 33-71

Persistent link: https://www.econbiz.de/10001539061

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