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Stealth trading: The case of the Tokyo Stock Exchange · Study

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ArticleStealth trading: The case of the Tokyo Stock Exchange

Asli Ascioglu2010

Article2010

Stealth trading: The case of the Tokyo Stock Exchange

Asli Ascioglu · Carole Comerton‐Forde · Thomas H. McInish

36 citations·0/0 files stored·Pacific-Basin Finance Journal

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1985Continuous Auctions and Insider Trading 1988A Theory of Intraday Patterns: Volume and Price Variability 1987The Relation Between Price Changes and Trading Volume: A Survey 1993Stealth trading and volatility 2001Stealth-trading: Which traders' trades move stock prices?1985An Investigation of Transactions Data for NYSE Stocks 1997Liquidity Provision with Limit Orders and a Strategic Specialist 1996Strategic Trading When Agents Forecast the Forecasts of Others

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2011The effectiveness of the order-splitting strategy: an analysis of unique data 2021Informed options trading around holidays

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Year2010

Typearticle

Published2010-10-14

VenuePacific-Basin Finance Journal

ISSN-L0927-538X

Languageen

Citations36

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.pacfin.2010.10.001

openalex_workW2071926811

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