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The Information Content of Institutional Trades on the London Stock Exchange

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  • Bozcuk, Aslihan
  • Lasfer, M. Ameziane

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Bibliographic Info

Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.

Volume (Year): 40 (2005)
Issue (Month): 03 (September)
Pages: 621-644

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Handle: RePEc:cup:jfinqa:v:40:y:2005:i:03:p:621-644_00

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Citations

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Cited by:
  1. 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.
  2. Bikker, Jacob A. & Spierdijk, Laura & van der Sluis, Pieter Jelle, 2007. "Market impact costs of institutional equity trades," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 974-1000, October.
  3. 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.
  4. 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.
  5. Schouten, Michael C., 2009. "The Case for Mandatory Ownership Disclosure," MPRA Paper 14139, University Library of Munich, Germany, revised 13 Mar 2009.
  6. Wei Cui & Anthony Brabazon & Michael O'Neill, 2011. "Dynamic trade execution: a grammatical evolution approach," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 2(1/2), pages 4-31.
  7. 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.
  8. Kumar, Umesh & Tse, Yiuman, 2009. "Single-stock futures: Evidence from the Indian securities market," Global Finance Journal, Elsevier, vol. 20(3), pages 220-234.

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