Narrow search
Showing 1 - 7 of 7
Cover Image
Informed trading, liquidity provision, and stock selection by mutual funds
Da, Zhi; Gao, Pengjie; Jagannathan, Ravi - 2008
Persistent link: https://www.econbiz.de/10003793423
Cover Image
Informed trading, liquidity provision, and stock selection by mutual funds
Da, Zhi; Gao, Pengjie; Jagannathan, Ravi - 2009
Persistent link: https://www.econbiz.de/10003899118
Cover Image
Informed trading, liquidity provision, and stock selection by mutual funds
Da, Zhi; Gao, Pengjie; Jagannathan, Ravi - 2007
Persistent link: https://www.econbiz.de/10003606472
Cover Image
Tail risk in momentum strategy returns
Daniel, Kent; Jagannathan, Ravi; Kim, Soohun - 2012
Persistent link: https://www.econbiz.de/10009562288
Cover Image
On frequent batch auctions for stocks
Jagannathan, Ravi - In: Journal of financial econometrics 20 (2022) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10012878116
Cover Image
On frequent batch auctions for stocks
Jagannathan, Ravi - 2019
Persistent link: https://www.econbiz.de/10012128869
Cover Image
Day Traders, Noise, and Cost of Immediacy
Dalvi, Manoj; Deuskar, Prachi; Glosten, Lawrence R.; … - National Bureau of Economic Research - 2023
We identify different roles traders play using data with trader identities for all transactions in SENSEX-index stocks on the Bombay Stock Exchange from January 2005 to December 2011. Individual day traders (IDT) are identified as "noise traders", who play an important role in the market...
Persistent link: https://www.econbiz.de/10014250145