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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

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

Informed trading intensity

Bogousslavsky, Vincent; Fos, Vyacheslav; Muravyev, Dmitriy - In: The journal of finance : the journal of the American … 79 (2024) 2, pp. 903-948

Persistent link: https://www.econbiz.de/10014535294

Asymmetric information correlation in financial markets

Jiang, Ying; Liu, Hong; Yang, Qingshan - In: The North American journal of economics and finance : a … 71 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014492103

Informed Trading Intensity

Bogousslavsky, Vincent; Fos, Vyacheslav; Muravyev, Dmitriy - 2022

We train a machine learning method on a class of informed trades to develop a new measure of informed trading, the Informed Trading Intensity (``ITI''). ITI increases before earnings, M&A, and news announcements, and has implications for return reversal and asset pricing. ITI is effective...

Persistent link: https://www.econbiz.de/10014258813