Narrow search
Showing 1 - 10 of 671,977
Cover Image
The implied intra-day probability of informed trading
Kumar, Raman; Popescu, Marius - In: Review of quantitative finance and accounting 42 (2014) 2, pp. 357-371
Persistent link: https://www.econbiz.de/10010391637
Cover Image
Can information be locked up? Informed trading ahead of macro-news announcements
Bernile, Gennaro; Hu, Jianfeng; Tang, Yuehua - In: Journal of financial economics 121 (2016) 3, pp. 496-520
Persistent link: https://www.econbiz.de/10011590853
Cover Image
Can Information Be Locked-Up? Informed Trading Ahead of Macro-News Announcements
Bernile, Gennaro (帅纳) - 2015
Government agencies routinely allow pre-release access to information to accredited news agencies under embargo agreements. Using high frequency data, we find evidence consistent with informed trading during embargoes of the Federal Open Market Committee's scheduled announcements. The E-mini S&P...
Persistent link: https://www.econbiz.de/10013033606
Cover Image
The market impact of private information before corporate Announcements : evidence from Turkey
Simsir, Serif Aziz; Simsek, Koray D. - In: Journal of international financial markets, … 80 (2022), pp. 1-29
Persistent link: https://www.econbiz.de/10013533148
Cover Image
Impact of regulatory enforcement on leakages prior to analyst recommendations
Madura, Jeff; Premti, Arjan - In: The financial review : the official publication of the … 49 (2014) 3, pp. 565-592
Persistent link: https://www.econbiz.de/10010401372
Cover Image
Strategic behavior and price discovery
Medrano, Luis Angel; Vives, Xavier - 1998
Persistent link: https://www.econbiz.de/10000986052
Cover Image
The mandatory disclosure of trades and market liquidity
Fishman, Michael J. - In: The review of financial studies 8 (1995) 3, pp. 637-676
Persistent link: https://www.econbiz.de/10001188919
Cover Image
The overconfident trader does not always overreact to his information
Du, Sarina; Liu, Hong - In: Economic modelling 46 (2015), pp. 384-390
Persistent link: https://www.econbiz.de/10011436667
Cover Image
Informed trade, uninformed trade and stock price delay
Gordon, Narelle; Wu, Qiongbing - In: Applied economics 50 (2018) 26, pp. 2878-2893
Persistent link: https://www.econbiz.de/10012037494
Cover Image
Informed trading and price discovery before corporate events
Baruch, Shmuel; Panayides, Marios; Venkataraman, Kumar - In: Journal of financial economics 125 (2017) 3, pp. 561-588
Persistent link: https://www.econbiz.de/10011751862