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Anonymous Trading in Equities
16 references·0 citing·47 second hop
Anonymous Trading in Equities (2015)Anonymous Trading in EquitiesThe effect of institutional ownership on firm transparency and information production (2015)The effect of institutional o…High-Frequency Trading and Price Discovery (2014)High-Frequency Trading and Pr…Do ETFs Increase Volatility? (2014)Do ETFs Increase Volatility?The Changing of the Boards: The Impact on Firm Valuation of Mandated Female Board Representation * (2012)The Changing of the Boards: T…Is market fragmentation harming market quality? (2011)Is market fragmentation harmi…Does Algorithmic Trading Improve Liquidity? (2011)Does Algorithmic Trading Impr…The Value of School Facility Investments: Evidence from a Dynamic Regression Discontinuity Design* (2010)The Value of School Facility …Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Driven to Distraction: Extran…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…Trade Execution Costs and Market Quality after Decimalization (2003)Trade Execution Costs and Mar…Institutional Investors and Equity Prices (2001)Institutional Investors and E…Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading (1996)Transparency and Liquidity: A…Inferring Trade Direction from Intraday Data (1991)Inferring Trade Direction fro…Trading Volume and Asset Liquidity (1989)Trading Volume and Asset Liqu…Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy (1989)Information and Volatility: T…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Transactions, Volume, and Volatility (1994)Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility (1996)Theory of rational option pricing (2005)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Low-Latency Trading (2011)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)On the Impossibility of Informationally Efficient Markets (1980)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2014)The Flash Crash: High‐Frequency Trading in an Electronic Market (2017)The Principles of Psychology (1891)The Framing of Decisions and the Psychology of Choice (1981)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Inattention and Friday Earnings Announcements (2009)Innovative efficiency and stock returns (2012)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Separation of Ownership and Control (1983)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Law and Finance (1998)Beyond the Glass Ceiling: Does Gender Matter? (2011)Gender Diversity in the Boardroom and Firm Performance: What Exactly Constitutes a “Critical Mass?” (2012)Do women directors improve firm performance in China? (2013)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)Who Gambles in the Stock Market? (2009)In Search of Attention (2011)Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)ESG performance and firm value: The moderating role of disclosure (2017)Anticompetitive Effects of Common Ownership (2018)Institutional shareholders and corporate social responsibility (2019)Risk, Return, and Equilibrium: Empirical Tests (1973)Noise Trader Risk in Financial Markets (1990)Multifactor Explanations of Asset Pricing Anomalies (1996)Chapter 18 A survey of behavioral finance (2003)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Retail Investor Sentiment and Return Comovements (2006)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Commonality in liquidity (2000)Is Information Risk a Determinant of Asset Returns? (2002)
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References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 1991Inferring Trade Direction from Intraday Data3,150 cited
  • 2012The Changing of the Boards: The Impact on Firm Valuation of Mandated Female Board Representation *1,722 cited
  • 2011Does Algorithmic Trading Improve Liquidity?1,680 cited
  • 2001Institutional Investors and Equity Prices1,646 cited
  • 2009Driven to Distraction: Extraneous Events and Underreaction to Earnings News1,539 cited
  • 2014High-Frequency Trading and Price Discovery1,168 cited
  • 1989Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy1,047 cited
  • 2015The effect of institutional ownership on firm transparency and information production1,008 cited
  • 2014Do ETFs Increase Volatility?686 cited
  • 1989Trading Volume and Asset Liquidity628 cited
  • 2011Is market fragmentation harming market quality?578 cited
  • 1996Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading545 cited
  • 2010The Value of School Facility Investments: Evidence from a Dynamic Regression Discontinuity Design*

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527 cited
  • 2003Trade Execution Costs and Market Quality after Decimalization512 cited
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