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Stealth trading: The case of the Tokyo Stock Exchange
13 references·2 citing·37 second hop
Stealth trading: The case of the Tokyo Stock Exchange (2010)Stealth trading: The case of the Tokyo St…INTRADAY STEALTH TRADING: WHICH TRADES MOVE PRICES DURING PERIODS OF HIGH VOLUME? (2009)INTRADAY STEALTH TRADING: WHI…Stealth Trading in Options Markets (2007)Stealth Trading in Options Ma…The current state of Asia-Pacific stock exchanges: A critical review of market design (2005)The current state of Asia-Pac…Stealth-trading: Which traders' trades move stock prices? (2001)Stealth-trading: Which trader…Strategic trading, asymmetric information and heterogeneous prior beliefs (1998)Strategic trading, asymmetric…Liquidity Provision with Limit Orders and a Strategic Specialist (1997)Liquidity Provision with Limi…Strategic Trading When Agents Forecast the Forecasts of Others (1996)Strategic Trading When Agents…Strategic Trading with Asymmetrically Informed Traders and Long-Lived Information (1994)Strategic Trading with Asymme…Stealth trading and volatility (1993)Stealth trading and volatilityA Theory of Intraday Patterns: Volume and Price Variability (1988)A Theory of Intraday Patterns…The Relation Between Price Changes and Trading Volume: A Survey (1987)The Relation Between Price Ch…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…An Investigation of Transactions Data for NYSE Stocks (1985)An Investigation of Transacti…Informed options trading around holidays (2021)Informed options trading arou…The effectiveness of the order-splitting strategy: an analysis of unique data (2011)The effectiveness of the orde…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)Asset pricing and the bid-ask spread (1986)Trade Execution Costs and Market Quality after Decimalization (2003)The “make or take” decision in an electronic market: Evidence on the evolution of liquidity (2004)Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)Judgment under Uncertainty: Heuristics and Biases (1975)Noise Trader Risk in Financial Markets (1990)Overconfidence, Investor Sentiment, and Evolution (2001)Feedback and the success of irrational investors☆ (2006)Soft Information in Earnings Announcements: News or Noise? (2010)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)Convergence of least squares learning mechanisms in self-referential linear stochastic models (1989)The Behavior of Bid‐Ask Spreads and Volume in Options Markets during the Competition for Listings in 1999 (2003)Investor Competition over Information and the Pricing of Information Asymmetry (2011)Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide (2012)Differences of Opinion Make a Horse Race (1993)Differential Information and Dynamic Behavior of Stock Trading Volume (1995)Asset Pricing under Asymmetric Information (2001)Stock price reaction to public and private information (2006)The Behavior of Stock-Market Prices (1965)The Information Content of Annual Earnings Announcements (1968)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Market liquidity and volume around earnings announcements (1994)Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Measuring the Information Content of Stock Trades (1991)ARCH modeling in finance (1992)Stock Market Structure and Volatility (1990)Predicting stock market volatility: A new measure (1995)Trade Size and Components of the Bid-Ask Spread (1995)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
  • 1987The Relation Between Price Changes and Trading Volume: A Survey2,380 cited
  • 1993Stealth trading and volatility948 cited
  • 2001Stealth-trading: Which traders' trades move stock prices?682 cited
  • 1985An Investigation of Transactions Data for NYSE Stocks554 cited
  • 1997Liquidity Provision with Limit Orders and a Strategic Specialist518 cited
  • 1996Strategic Trading When Agents Forecast the Forecasts of Others507 cited
  • 1994Strategic Trading with Asymmetrically Informed Traders and Long-Lived Information196 cited
  • 1998Strategic trading, asymmetric information and heterogeneous prior beliefs164 cited
  • 2007Stealth Trading in Options Markets129 cited
  • 2005The current state of Asia-Pacific stock exchanges: A critical review of market design71 cited
  • 2009INTRADAY STEALTH TRADING: WHICH TRADES MOVE PRICES DURING PERIODS OF HIGH VOLUME?56 cited

Cited by

  • 2011The effectiveness of the order-splitting strategy: an analysis of unique data35 cited
  • 2021Informed options trading around holidays

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28 cited