SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Which Trades Move Asset Prices? An Analysis of Futures Trading Data
16 references·1 citing·47 second hop
Which Trades Move Asset Prices? An Analysis of Futures Trading Data (2010)Which Trades Move Asset Prices? An Analys…Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Proof that Properly Anticipat…Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments (2005)Local Does as Local Is: Infor…Do Domestic Investors Have an Information Advantage? Evidence from Indonesia (2005)Do Domestic Investors Have an…Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea (2005)Do Domestic Investors Have an…Securities lending, shorting, and pricing (2002)Securities lending, shorting,…The portfolio flows of international investors (2001)The portfolio flows of intern…Stealth-trading: Which traders' trades move stock prices? (2001)Stealth-trading: Which trader…Location Matters: An Examination of Trading Profits (2001)Location Matters: An Examinat…The investment behavior and performance of various investor types: a study of Finland's unique data set (2000)The investment behavior and p…Foreign Speculators and Emerging Equity Markets (2000)Foreign Speculators and Emerg…Transactions costs and investment style: an inter-exchange analysis of institutional equity trades (1997)Transactions costs and invest…Stealth trading and volatility (1993)Stealth trading and volatilityInstitutional trades and intraday stock price behavior (1993)Institutional trades and intr…Price, trade size, and information in securities markets (1987)Price, trade size, and inform…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…The volatility index and style rotation: Evidence from the Korean stock market and VKOSPI (2014)The volatility index and styl…The market for corporate control (1983)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Which Shorts Are Informed? (2007)Do Retail Trades Move Markets? (2008)Using daily stock returns (1985)Estimating the components of the bid/ask spread (1988)Measuring the Information Content of Stock Trades (1991)Market liquidity and volume around earnings announcements (1994)A Theory of Intraday Patterns: Volume and Price Variability (1988)Inferring Trade Direction from Intraday Data (1991)Greener Pastures and the Impact of Dynamic Institutional Preferences (2003)The Dynamics of Institutional and Individual Trading (2003)When Does Information Asymmetry Affect the Cost of Capital? (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Pricing of Options and Corporate Liabilities (1973)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)The Cross‐Section of Volatility and Expected Returns (2006)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)A model of investor sentiment /Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)How Distance, Language, and Culture Influence Stockholdings and Trades (2001)What Makes Investors Trade? (2001)Individual Investor Trading and Stock Returns (2008)Does the Stock Market Overreact? (1985)On Persistence in Mutual Fund Performance (1997)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Equity Portfolio Diversification (2008)Just How Much Do Individual Investors Lose by Trading? (2008)The Causal Impact of Media in Financial Markets (2011)The impact of institutional trading on stock prices (1992)Mutual Fund Herding and the Impact on Stock Prices (1999)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Style investing (2003)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)On the Impossibility of Informationally Efficient Markets (1980)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Asymmetric correlations of equity portfolios (2002)Does financial liberalization spur growth? (2005)Noise Trader Risk in Financial Markets (1990)Illiquidity and stock returns: cross-section and time-series effects (2002)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)Inefficient Markets (2000)Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets (2001)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 1987Price, trade size, and information in securities markets2,169 cited
  • 2015Proof that Properly Anticipated Prices Fluctuate Randomly2,078 cited
  • 2000Foreign Speculators and Emerging Equity Markets1,868 cited
  • 2000The investment behavior and performance of various investor types: a study of Finland's unique data set1,639 cited
  • 2005Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments1,315 cited
  • 2001The portfolio flows of international investors956 cited
  • 1993Stealth trading and volatility948 cited
  • 2001Stealth-trading: Which traders' trades move stock prices?682 cited
  • 2002Securities lending, shorting, and pricing670 cited
  • 1993Institutional trades and intraday stock price behavior626 cited
  • 2001Location Matters: An Examination of Trading Profits624 cited
  • 2005Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea617 cited
  • 2005Do Domestic Investors Have an Information Advantage? Evidence from Indonesia603 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1997Transactions costs and investment style: an inter-exchange analysis of institutional equity trades596 cited
  • Cited by

    • 2014The volatility index and style rotation: Evidence from the Korean stock market and VKOSPI24 cited