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Clustering of intraday order-sizes by uninformed versus informed traders

Garvey, Ryan; Wu, Fei - In: Journal of Banking & Finance 41 (2014) C, pp. 222-235

We examine quantity choice patterns by equity traders across trading hours in the U.S. Controlling for intraday variations in trading activity, we find that traders submit more non-rounded order sizes and more order sizes overall leading up to a day’s market close. Traders who submit more...

Persistent link: https://www.econbiz.de/10010744380

Size and information revelation in securities trading

Garvey, Ryan; Huang, Tao; Wu, Fei - In: Applied economics letters 25 (2018) 15, pp. 1083-1086

Persistent link: https://www.econbiz.de/10012132348

Adaptive trading and longevity

Garvey, Ryan; Wu, Fei - In: The journal of behavioral finance : a publication of … 16 (2015) 1, pp. 40-50

Persistent link: https://www.econbiz.de/10011333720

Clustering of intraday order-sizes by uninformed versus informed traders

Garvey, Ryan; Wu, Fei - In: Journal of banking & finance 41 (2014), pp. 222-235

Persistent link: https://www.econbiz.de/10010408471

Concentrated trading and order execution costs

Garvey, Ryan; Huang, Tao; Wu, Fei - In: Asia-Pacific journal of financial studies 43 (2014) 6, pp. 895-917

Persistent link: https://www.econbiz.de/10010476861

Who trades quickly?

Garvey, Ryan; Huang, Tao; Wu, Fei - In: Applied economics letters 23 (2016) 13/15, pp. 953-957

Persistent link: https://www.econbiz.de/10011629295

Why do traders choose dark markets?

Garvey, Ryan; Huang, Tao; Wu, Fei - In: Journal of banking & finance 68 (2016), pp. 12-28

Persistent link: https://www.econbiz.de/10011634726

Retail broker trading restrictions and market liquidity : an examination of GameStop

Garvey, Ryan; He, Jingbin; Wu, Fei - In: Applied economics 56 (2024) 34, pp. 4140-4153

Persistent link: https://www.econbiz.de/10014559273