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Discussion of "Equity trading by institutional investors: Evidence on order submission strategies" by Naes and Skjeltorp

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  • Jain, Pankaj

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  • Jain, Pankaj, 2003. "Discussion of "Equity trading by institutional investors: Evidence on order submission strategies" by Naes and Skjeltorp," Journal of Banking & Finance, Elsevier, vol. 27(9), pages 1819-1821, September.
    • Handle: RePEc:eee:jbfina:v:27:y:2003:i:9:p:1819-1821
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    References listed on IDEAS

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    1. Keim, Donald B. & Madhavan, Ananth, 1995. "Anatomy of the trading process Empirical evidence on the behavior of institutional traders," Journal of Financial Economics, Elsevier, vol. 37(3), pages 371-398, March.
    2. Keim, Donald B. & Madhavan, Ananth, 1997. "Transactions costs and investment style: an inter-exchange analysis of institutional equity trades," Journal of Financial Economics, Elsevier, vol. 46(3), pages 265-292, December.
    3. Conrad, Jennifer & Johnson, Kevin M. & Wahal, Sunil, 2003. "Institutional trading and alternative trading systems," Journal of Financial Economics, Elsevier, vol. 70(1), pages 99-134, October.
    4. Chan, Louis K C & Lakonishok, Josef, 1997. "Institutional Equity Trading Costs: NYSE versus Nasdaq," Journal of Finance, American Finance Association, vol. 52(2), pages 713-735, June.
    5. Chan, Louis K C & Lakonishok, Josef, 1995. "The Behavior of Stock Prices around Institutional Trades," Journal of Finance, American Finance Association, vol. 50(4), pages 1147-1174, September.
    6. Jennifer S. Conrad & Kevin M. Johnson & Sunil Wahal, 2001. "Institutional Trading and Soft Dollars," Journal of Finance, American Finance Association, vol. 56(1), pages 397-416, February.
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    Cited by:

    1. Ren, Fei & Zhong, Li-Xin, 2012. "The price impact asymmetry of institutional trading in the Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(8), pages 2667-2677.
    2. Fei Ren & Li-Xin Zhong, 2011. "Price impact asymmetry of institutional trading in Chinese stock market," Papers 1110.3133, arXiv.org.

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