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What do abnormal investor trading patterns around corporate mergers indicate? : further evidence from the Korean M&A market
Chung, Chune Young - In: Applied economics letters 21 (2014) 13/15, pp. 1045-1049
Persistent link: https://www.econbiz.de/10010418246
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Informed trading before positive vs. negative earnings surprises
Park, Tae-jun; Lee, Young Joo; Song, Kyojik "Roy" - In: Journal of banking & finance 49 (2014), pp. 228-241
Persistent link: https://www.econbiz.de/10010508039
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Market imperfections and asset prices
Gao, Pengjie - 2007
Persistent link: https://www.econbiz.de/10009273652
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Do informed traders trade more when the market is thick? : evidence from the Nikkei 225 index redefinition of April 2000
Ahn, Hee-joon; Cai, Jun; Chung, Jay M. - In: Asia-Pacific journal of financial studies 39 (2010) 4, pp. 495-523
Persistent link: https://www.econbiz.de/10009231516
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Discovering a profitable trading strategy in an apparently efficient market : exploiting the actions of less informed traders in speculative markets
Sung, Ming-chien; Johnson, Johnnie E. V.; Peirson, John - In: Journal of business finance & accounting : JBFA 39 (2012) 7/8, pp. 1131-1159
Persistent link: https://www.econbiz.de/10009682394
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The informational feedback effect of stock prices on management forecasts
Zuo, Luo - In: Journal of accounting & economics 61 (2016) 2/3, pp. 391-413
Persistent link: https://www.econbiz.de/10011498040
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Security design with investor private information
Axelson, Ulf (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685917
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The inter-temporal behavior of informed and uninformed traders
Brockman, Paul; Chung, Dennis Y. - In: Review of quantitative finance and accounting 21 (2003) 3, pp. 251-265
Persistent link: https://www.econbiz.de/10001839844
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Information effect of involuntary delisting and informed trading
Park, Jinwoo; Lee, Posang; Park, Yun W. - In: Pacific-Basin finance journal 30 (2014), pp. 251-269
Persistent link: https://www.econbiz.de/10010496341
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Informed Momentum Trading versus Uninformed 'Naive' Investors Strategies
Banerjee, Anurag Narayan - 2011
We construct a zero-net-worth uninformed "naive investor" who uses a random portfolio allocation strategy. We then compare the returns of the momentum strategist to the return distribution of naive investors. For this purpose we reward momentum profits relative to the return percentiles of the...
Persistent link: https://www.econbiz.de/10013134012