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How broker ability affects institutional trading costs
16 references·0 citing·44 second hop
How broker ability affects institutional trading costs (2005)How broker ability affects institutional …Trade Generation, Reputation, and Sell‐Side Analysts (2005)Trade Generation, Reputation,…Stealth-trading: Which traders' trades move stock prices? (2001)Stealth-trading: Which trader…Transactions costs and investment style: an inter-exchange analysis of institutional equity trades (1997)Transactions costs and invest…The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (1996)The Upstairs Market for Large…Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE (1996)Dealer versus auction markets…The Behavior of Stock Prices Around Institutional Trades (1995)The Behavior of Stock Prices …Stealth trading and volatility (1993)Stealth trading and volatilityInstitutional trades and intraday stock price behavior (1993)Institutional trades and intr…The Structure and Performance of the Money Management Industry (1992)The Structure and Performance…Reputation and Performance Among Security Analysts (1992)Reputation and Performance Am…Efficient Capital Markets: II (1991)Efficient Capital Markets: IILarge-block transactions, the speed of response, and temporary and permanent stock-price effects (1990)Large-block transactions, the…Price, trade size, and information in securities markets (1987)Price, trade size, and inform…Stock return variances (1986)Stock return variancesContinuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE (1972)PRICE IMPACTS OF BLOCK TRADIN…The Behavior of Stock-Market Prices (1965)Stock returns and the weekend effect (1980)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)The market for corporate control (1983)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Market microstructure and asset pricing: On the compensation for illiquidity in stock returns (1996)Commonality in liquidity (2000)Using daily stock returns (1985)Measuring the Information Content of Stock Trades (1991)Illiquidity and stock returns: cross-section and time-series effects (2002)In Search of Attention (2011)Inferring Trade Direction from Intraday Data (1991)Optimal execution of portfolio transactions (2001)Does Algorithmic Trading Improve Liquidity? (2011)Market structure, information, futures markets, and price formation. (1984)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)A Theory of Intraday Patterns: Volume and Price Variability (1988)The Influence of Analysts, Institutional Investors, and Insiders on the Incorporation of Market, Industry, and Firm-Specific Information into Stock Prices (2004)Which Shorts Are Informed? (2007)Just How Much Do Individual Investors Lose by Trading? (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Corporate financing and investment decisions when firms have information that investors do not have (1984)Common risk factors in the returns on stocks and bonds (1993)Twitter mood predicts the stock market (2011)ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)The Cross-Section of Expected Stock Returns (1992)A New Estimate of Transaction Costs (1999)Over-the-Counter Markets (2004)Do liquidity measures measure liquidity?☆ (2009)Risk, Return, and Equilibrium: Empirical Tests (1973)Corporate performance and managerial remuneration (1985)Conflict of Interest and the Credibility of Underwriter Analyst Recommendations (1999)The Categorical Imperative: Securities Analysts and the Illegitimacy Discount (1999)Capital markets research in accounting (2001)Agency Problems and the Theory of the Firm (1980)Strategic Information Transmission (1982)Credulity, lies, and costly talk ∗ (2006)Credulity, lies, and costly talk (2006)Air pollution, affect, and forecasting bias: Evidence from Chinese financial analysts (2019)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1991Efficient Capital Markets: II6,030 cited
  • 1987Price, trade size, and information in securities markets2,169 cited
  • 1986Stock return variances1,841 cited
  • 1996Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE1,009 cited
  • 1992Reputation and Performance Among Security Analysts980 cited
  • 1993Stealth trading and volatility948 cited
  • 1995The Behavior of Stock Prices Around Institutional Trades794 cited
  • 2005Trade Generation, Reputation, and Sell‐Side Analysts714 cited
  • 2001Stealth-trading: Which traders' trades move stock prices?682 cited
  • 1972PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE671 cited
  • 1993Institutional trades and intraday stock price behavior626 cited
  • 1996The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects601 cited
  • 1997Transactions costs and investment style: an inter-exchange analysis of institutional equity trades596 cited
  • 1992The Structure and Performance of the Money Management Industry572 cited

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1990
Large-block transactions, the speed of response, and temporary and permanent stock-price effects
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