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Informed trading and the dynamics of client-dealer connections in corporate bond markets
Czech, Robert; Pintér, Gábor - 2020
Persistent link: https://www.econbiz.de/10012501497
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Asymmetric information, predictability and momentum in the corporate bond market
Galvani, Valentina; Li, Lifang - 2018
Persistent link: https://www.econbiz.de/10011920736
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Informed trading and the price impact of block trades : a high frequency trading analysis
Sun, Yuxin; Ibikunle, Gbenga - In: International review of financial analysis 54 (2017), pp. 114-129
Persistent link: https://www.econbiz.de/10011878187
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Are trading imbalances indicative of private information?
Kim, Sukwon Thomas; Stoll, Hans R. - In: Journal of financial markets 20 (2014), pp. 151-174
Persistent link: https://www.econbiz.de/10010442382
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Informed trading in dark pools : fair-access dark venue vs. restricted-access dark venues
Nguyen, Nguyet - In: The Quarterly Journal of Finance : QJF 12 (2022) 2, pp. 1-37
Persistent link: https://www.econbiz.de/10013367690
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Informed trading and momentum in the corporate bond market
Li, Lifang; Galvani, Valentina - In: Review of finance : journal of the European Finance … 25 (2021) 6, pp. 1773-1816
Persistent link: https://www.econbiz.de/10012694405
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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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Does stealth trading coexist with high levels of insider trading? : evidence from Kuwait
Alhashel, Bader - In: Global finance journal 27 (2015), pp. 112-118
Persistent link: https://www.econbiz.de/10011478055
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The design of innovative securities markets : the case of asymmetric information
Budimir, Miroslav; Holtmann, Carsten - In: e-Finance : innovative Problemlösungen für …, (pp. 175-196). 2001
Persistent link: https://www.econbiz.de/10001615188
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Informed Trading and Maker-Taker Fees in a Low-Latency Limit Order Market
Brolley, Michael - 2020
We model a financial market where privately informed investors trade in a limit order book monitored by professional liquidity providers. Price competition between informed limit order submitters and professional market makers allows us to capture tradeoffs between informed limit and market...
Persistent link: https://www.econbiz.de/10012857157