Similar Search Results

Limit order trading and information asymmetry : empirical evidence about the evolution of liquidity on an order driven market

Allen, David E. (contributor); Yang, Joey W. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003760003

Earnings surprise and stealth trading

Chakravarty, Sugato; Chiyachantana, Chiraphol N.; … - In: Stock market liquidity : implications for market …, (pp. 247-266). 2008

Persistent link: https://www.econbiz.de/10003650543

Labor strength and informational asymmetry in the stock market

Hilary, Gilles - 2002

Persistent link: https://www.econbiz.de/10003776990

Costly short-selling and stock price adjustment to earnings announcements

Reed, Adam V. - 2002

Persistent link: https://www.econbiz.de/10003780477

Theory-based illiquidity and asset pricing

Chordia, Tarun; Huh, Sahn-Wook; Subrahmanyam, Avanidhar - In: The review of financial studies 22 (2009) 9, pp. 3629-3668

Persistent link: https://www.econbiz.de/10003885723

Information, trading volume, and international stock return comovements : evidence from cross-listed stocks

Gagnon, Louis; Karolyi, G. Andrew - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 953-986

Persistent link: https://www.econbiz.de/10003901213

The intraday probability of informed trading on the NYSE

Goldstein, Michael A.; Van Ness, Bonnie F.; Van Ness, … - In: Advances in quantitative analysis of finance and … 3 (2006), pp. 139-158

Persistent link: https://www.econbiz.de/10003424667

Informed trading, information asymmetry and pricing of information risk : empirical evidence from the NYSE

Yadav, Pradeep; Bardong, Florian; Bartram, Söhnke M. - 2009

We investigate and test hypotheses on how informed trading varies with market-wide factors and the structural and trading characteristics of a firm. We find strong evidence of commonality in informed trading, and a systematic dependence of informed trading on firm characteristics that is largely...

Persistent link: https://www.econbiz.de/10003919367

Mutual fund trades and the value of contradictory private information

Cullen, Grant; Gasbarro, Dominic; Monroe, Gary S. - In: Journal of banking & finance 34 (2010) 2, pp. 378-387

Persistent link: https://www.econbiz.de/10003935606

Is information risk priced for NASDAQ-listed stocks?

Fuller, Kathleen P.; Van Ness, Bonnie F.; Van Ness, … - In: Review of quantitative finance and accounting 34 (2010) 3, pp. 301-312

Persistent link: https://www.econbiz.de/10003970040

1
2
3
4
5
6
7
8
9
10
Next
Last