The Information Content of Institutional Trades on the London Stock Exchange
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 40 (2005)
Issue (Month): 03 (September)
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- Menkhoff, Lukas & Schmeling, Maik, 2007.
"Whose trades convey information? Evidence from a cross-section of traders,"
Diskussionspapiere der Wirtschaftswissenschaftlichen FakultÃ¤t der Leibniz UniversitÃ¤t Hannover
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- Menkhoff, Lukas & Schmeling, Maik, 2010. "Whose trades convey information? Evidence from a cross-section of traders," Journal of Financial Markets, Elsevier, vol. 13(1), pages 101-128, February.
- Lee, Bong Soo & Li, Wei & Wang, Steven Shuye, 2010. "The dynamics of individual and institutional trading on the Shanghai Stock Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 18(1), pages 116-137, January.
- Kumar, Umesh & Tse, Yiuman, 2009. "Single-stock futures: Evidence from the Indian securities market," Global Finance Journal, Elsevier, vol. 20(3), pages 220-234.
- Bikker, Jacob A. & Spierdijk, Laura & van der Sluis, Pieter Jelle, 2007.
"Market impact costs of institutional equity trades,"
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Elsevier, vol. 26(6), pages 974-1000, October.
- Jacob A. Bikker & Laura Spierdijk & Pieter Jelle van der Sluis, 2004. "Market Impact Costs of Institutional Equity Trades," DNB Working Papers 001, Netherlands Central Bank, Research Department.
- Jacob A. Bikker & Laura Spierdijk & Pieter Jelle van der Sluis, 2004. "Market Impact Costs of Institutional Equity Trades," DNB Staff Reports (discontinued) 125, Netherlands Central Bank.
- Campbell, John & Schwartz, Allie & Ramadorai, Tarun, 2009.
"Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements,"
2609649, Harvard University Department of Economics.
- Campbell, John Y. & Ramadorai, Tarun & Schwartz, Allie, 2009. "Caught on tape: Institutional trading, stock returns, and earnings announcements," Journal of Financial Economics, Elsevier, vol. 92(1), pages 66-91, April.
- Campbell, John Y & Ramadorai, Tarun & Schwartz, Allie, 2007. "Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements," CEPR Discussion Papers 6390, C.E.P.R. Discussion Papers.
- Douglas Foster, F. & Gallagher, David R. & Looi, Adrian, 2011. "Institutional trading and share returns," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3383-3399.
- Schouten, Michael C., 2009.
"The Case for Mandatory Ownership Disclosure,"
14139, University Library of Munich, Germany, revised 13 Mar 2009.
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