Narrow search
Showing 1 - 10 of 571
Cover Image
The informational role of prices
Grossman, Sanford J. - 1989
Persistent link: https://www.econbiz.de/10011519392
Cover Image
Do Prices Reveal the Presence of Informed Trading?
Collin-Dufresne, Pierre - 2012
Using a comprehensive sample of trades by Schedule 13D filers, who possess valuable private information when they accumulate stocks of targeted companies, this paper studies whether several liquidity measures reveal the presence of informed trading. The evidence suggests that when Schedule 13D...
Persistent link: https://www.econbiz.de/10013099415
Cover Image
Do Prices Reveal the Presence of Informed Trading?
Collin-Dufresne, Pierre - 2013
Using a comprehensive sample of trades by Schedule 13D filers, who possess valuable private information when they accumulate stocks of targeted companies, this paper studies whether several liquidity measures reveal the presence of informed trading. The evidence suggests that when Schedule 13D...
Persistent link: https://www.econbiz.de/10013089587
Cover Image
More Informative Disclosures, Less Informative Prices? Portfolio and Price Formation Around Quarter-Ends
Gormley, Todd A. - 2020
-time position adjustments suggests this quarterly pattern might reduce price informativeness. Consistent with this possibility, we … find that quarter-ends are associated with greater subsequent return reversals and lower price efficiency. Additional tests … support a link between disclosure-driven trades and lower price efficiency …
Persistent link: https://www.econbiz.de/10012853490
Cover Image
Price informativeness and adaptive trading
Zheng, Huanhuan; Chen, Haiqiang - In: Journal of evolutionary economics : JEE 29 (2019) 4, pp. 1315-1342
Persistent link: https://www.econbiz.de/10012113699
Cover Image
Do prices reveal the presence of informed trading?
Collin-Dufresne, Pierre - 2012
Using a comprehensive sample of trades by Schedule 13D filers, who possess valuable private information when they accumulate stocks of targeted companies, this paper studies whether several liquidity measures reveal the presence of informed trading. The evidence suggests that when Schedule 13D...
Persistent link: https://www.econbiz.de/10012460208
Cover Image
Volatility and informativeness
Dávila, Eduardo; Parlatore, Cecilia - In: Journal of financial economics 147 (2023) 3, pp. 550-572
Persistent link: https://www.econbiz.de/10014249458
Cover Image
Price formation in markets with trading delays
Pinter, Gabor; Üslü, Semih - 2023
Persistent link: https://www.econbiz.de/10014330115
Cover Image
Overreaction, delayed reaction, and contrarian profits
Jegadeesh, Narasimhan; Titman, Sheridan - 1994
Persistent link: https://www.econbiz.de/10000885246
Cover Image
Information, trading and stock returns : lessons from dually-listed securities
Chan, K. C. - 1994
Persistent link: https://www.econbiz.de/10000888701