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Parallel Trading by Institutional Investors

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Author Info

  • Kraus, Alan
  • Stoll, Hans R.

Abstract

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Bibliographic Info

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

Volume (Year): 7 (1972)
Issue (Month): 05 (December)
Pages: 2107-2138

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Handle: RePEc:cup:jfinqa:v:7:y:1972:i:05:p:2107-2138_01

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Cited by:
  1. Chordia, Tarun & Roll, Richard & Subrahmanyam, Avanidhar, 2002. "Order imbalance, liquidity, and market returns," Journal of Financial Economics, Elsevier, vol. 65(1), pages 111-130, July.
  2. Chiang, Ming-Chu & Tsai, I-Chun & Lee, Cheng-Feng, 2011. "Fundamental indicators, bubbles in stock returns and investor sentiment," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(1), pages 82-87, February.
  3. Lin, Cho-Min & Lee, Yen-Hsien & Chiu, Chien-Liang, 2009. "Structural changes in foreign investors' trading behavior and the corresponding impact on Taiwan's stock market," Research in International Business and Finance, Elsevier, vol. 23(1), pages 78-89, January.
  4. Josef Lakonishok & Andrei Shleifer & Robert W. Vishny, 1991. "Do Institutional Investors Destabilize Stock Prices? Evidence on Herding and Feedback Trading," NBER Working Papers 3846, National Bureau of Economic Research, Inc.
  5. David Hirshleifer & Siew Hong Teoh, 2003. "Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis," European Financial Management, European Financial Management Association, vol. 9(1), pages 25-66.
  6. Chordia, Tarun & Subrahmanyam, Avanidhar, 2004. "Order imbalance and individual stock returns: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 72(3), pages 485-518, June.
  7. Hirshleifer, David & Teoh, Siew Hong, 2008. "Thought and Behavior Contagion in Capital Markets," MPRA Paper 9164, University Library of Munich, Germany.
  8. Huh, Sahn-Wook & Subrahmanyam, Avanidhar, 2004. "Order Flow Patterns around Seasoned Equity Offerings and their Implications for Stock Price Movements," University of California at Los Angeles, Anderson Graduate School of Management qt6nm0966w, Anderson Graduate School of Management, UCLA.
  9. Chordia, Tarun & Subrahmanyam, Avanidhar, 2000. "Order Imbalance and Individual Stock Returns," University of California at Los Angeles, Anderson Graduate School of Management qt34k8f3pv, Anderson Graduate School of Management, UCLA.
  10. repec:ebl:ecbull:v:3:y:2007:i:22:p:1-10 is not listed on IDEAS
  11. Locke, Peter & Onayev, Zhan, 2007. "Order flow, dealer profitability, and price formation," Journal of Financial Economics, Elsevier, vol. 85(3), pages 857-887, September.

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