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The impact of information risk and market stress on institutional trading : new evidence through the lens of a simulated herd model ; conference paper

Boortz, Christopher K.; Jurkatis, Simon; Kremer, Stephanie - 2013

This paper sheds new light on the impact of information risk and market stress on herding of institutional traders from … herding intensity should increase with information risk. Market stress should affect herding asymmetrically: while there is … institutional investors in the German stock market. The evidence provides strong support for an increasing effect of information …

Persistent link: https://www.econbiz.de/10010343757

Liquiditätsdynamik und optimale Orderaufteilungsstrategien

Griese, Knut - 2008 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003707351

Institutional Herding and Asset Price : The Role of Information

Clarke, Jonathan - 2015

We study the price impact of daily institutional herding induced by information events. Using analyst recommendation …, on average, destabilizes price. However, herding accompanied by information arrival has the opposite effect. We find no …

Persistent link: https://www.econbiz.de/10013038453

Bid ask spread in a competitive market with institutions and order size

Dey, Malay K.; Kazemi, Hossein - In: Review of quantitative finance and accounting 30 (2008) 4, pp. 433-453

Persistent link: https://www.econbiz.de/10003711396

The Case for Investor Ordering

Hirst, Scott - 2018

Persistent link: https://www.econbiz.de/10012933349

The Wall Street stampede: exit as governance with interacting blockholders

Cvijanovic, Dragana; Dasgupta, Amil; Zachariadis, … - 2021

Persistent link: https://www.econbiz.de/10012610915

Transaction costs and institutional investor trading strategies

Schwartz, Robert A.; Whitcomb, David K. - 1988

Persistent link: https://www.econbiz.de/10013383792

Once a trader, always a trader : the role of traders in fund management

Cici, Gjergji; Schuster, Philipp; Weishaupt, Franziska - 2024

Mutual fund families are increasingly assigning traders to manage corporate bond mutual funds. Using this setting to study the role of traders in investment management, we document that trader managers identify and exploit short-term trading opportunities at lower transaction costs. These skills...

Persistent link: https://www.econbiz.de/10014467713

Informed trading, institutional trading, and spread

Dey, Malay K.; Radhakrishna, B. - In: Journal of economics and finance 39 (2015) 2, pp. 288-307

Persistent link: https://www.econbiz.de/10011471095

Strategic trading by insiders in the presence of institutional investors

Lai Trung Hoang; Wee, Marvin; Yang, Wenling - In: Journal of financial markets 64 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014466099

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