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Predatory Trading
15 references·16 citing·41 second hop
Predatory Trading (2005)Predatory TradingAsset pricing with liquidity risk (2005)Asset pricing with liquidity …Over-the-Counter Markets (2004)Over-the-Counter MarketsLiquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Bubbles and Crashes (2003)Bubbles and CrashesDoes Arbitrage Flatten Demand Curves for Stocks? (2002)Does Arbitrage Flatten Demand…Contagion as a Wealth Effect (2001)Contagion as a Wealth EffectThe Behavior of Stock Prices Around Institutional Trades (1995)The Behavior of Stock Prices …Stock-Price Manipulation (1992)Stock-Price ManipulationPositive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …A Theory of Predation Based on Agency Problems in Financial Contracting (1990)A Theory of Predation Based o…Liquidity and Market Structure (1988)Liquidity and Market StructureDo Demand Curves for Stocks Slope Down? (1986)Do Demand Curves for Stocks S…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices (1972)The Market for Securities: Su…Essays in Positive Economics (1954)Essays in Positive EconomicsAlgorithmic Trading and Market Quality: International Evidence (2020)Algorithmic Trading and Marke…The Economics of High-Frequency Trading: Taking Stock (2016)The Economics of High-Frequen…Systemic Risk and Stability in Financial Networks (2013)Systemic Risk and Stability i…Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums (2013)Liquidity in the Foreign Exch…Fire Sales in a Model of Complexity (2013)Fire Sales in a Model of Comp…Dynamic Trading with Predictable Returns and Transaction Costs (2013)Dynamic Trading with Predicta…Do Dark Pools Harm Price Discovery? (2013)Do Dark Pools Harm Price Disc…Bubbles, Financial Crises, and Systemic Risk (2013)Bubbles, Financial Crises, an…Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide (2012)Uncovering Hedge Fund Skill f…Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues (2010)Time Variation in Liquidity: …Crisis Resolution and Bank Liquidity (2010)Crisis Resolution and Bank Li…Optimal execution strategies in limit order books with general shape functions (2009)Optimal execution strategies …What Happened to the Quants in August 2007? 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(1936)Does the Stock Market Overreact? (1985)The impact of institutional trading on stock prices (1992)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Information, trade and common knowledge (1982)Global Games and Equilibrium Selection (1993)Hedge Funds and the Technology Bubble (2004)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)Contagion and competitive intra-industry effects of bankruptcy announcements (1992)CEO Overconfidence and Corporate Investment (2002)Financial Strength and Product Market Behavior: The Real Effects of Corporate Cash Holdings (2010)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)The New Institutionalism: Organizational Factors in Political Life (1983)Shared Mental Models: Ideologies and Institutions (1994)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1954Essays in Positive Economics3,204 cited
  • 2005Asset pricing with liquidity risk2,816 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 1988Liquidity and Market Structure1,532 cited
  • 1986Do Demand Curves for Stocks Slope Down?1,524 cited
  • 2003Bubbles and Crashes1,246 cited
  • 2004Over-the-Counter Markets1,199 cited
  • 1990A Theory of Predation Based on Agency Problems in Financial Contracting947 cited
  • 2001Contagion as a Wealth Effect926 cited
  • 1972The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices886 cited
  • 2002Does Arbitrage Flatten Demand Curves for Stocks?861 cited
  • 1995The Behavior of Stock Prices Around Institutional Trades794 cited
  • 1992Stock-Price Manipulation623 cited

Cited by

  • 2013Dynamic Trading with Predictable Returns and Transaction Costs

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563 cited
  • 2013Systemic Risk and Stability in Financial Networks471 cited
  • 2009Optimal execution strategies in limit order books with general shape functions408 cited
  • 2013Bubbles, Financial Crises, and Systemic Risk378 cited
  • 2010Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues373 cited
  • 2007Market Liquidity and Funding Liquidity356 cited
  • 2020Algorithmic Trading and Market Quality: International Evidence323 cited
  • 2013Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums320 cited
  • 2013Do Dark Pools Harm Price Discovery?309 cited
  • 2007What Happened to the Quants in August 2007?306 cited
  • 2010Crisis Resolution and Bank Liquidity302 cited
  • 2013Fire Sales in a Model of Complexity299 cited
  • 2016The Economics of High-Frequency Trading: Taking Stock294 cited
  • 2007Episodic Liquidity Crises: Cooperative and Predatory Trading271 cited
  • 2012Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide271 cited
  • 2004Liquidity and Financial Market Runs269 cited