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Informed Trading Intensity
16 references·0 citing·33 second hop
Informed Trading Intensity (2021)Informed Trading IntensityEmpirical Asset Pricing via Machine Learning (2020)Empirical Asset Pricing via M…Hedge Fund Activism, Corporate Governance, and Firm Performance (2008)Hedge Fund Activism, Corporat…Accounting Information, Disclosure, and the Cost of Capital (2007)Accounting Information, Discl…Information and the Cost of Capital (2004)Information and the Cost of C…Is Information Risk a Determinant of Asset Returns? (2002)Is Information Risk a Determi…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Liquidity, Information, and Infrequently Traded Stocks (1996)Liquidity, Information, and I…Market liquidity and volume around earnings announcements (1994)Market liquidity and volume a…Trading Volume and Serial Correlation in Stock Returns (1993)Trading Volume and Serial Cor…Measuring the Information Content of Stock Trades (1991)Measuring the Information Con…Inferring Trade Direction from Intraday Data (1991)Inferring Trade Direction fro…Price, trade size, and information in securities markets (1987)Price, trade size, and inform…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Using daily stock returns (1985)Estimating the components of the bid/ask spread (1988)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Market Liquidity and Funding Liquidity (2008)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Disclosure, Liquidity, and the Cost of Capital (1991)Legal Determinants of External Finance (1997)How does financial reporting quality relate to investment efficiency? (2009)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)Comparing Predictive Accuracy (1994)A five-factor asset pricing model (2014)Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis (2021)Machine learning advances for time series forecasting (2021)Machine learning in the Chinese stock market (2021)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Commonality in liquidity (2000)Does Algorithmic Trading Improve Liquidity? (2011)Information Uncertainty and Stock Returns (2006)Liquidity and Asset Prices (2006)High idiosyncratic volatility and low returns: International and further U.S. evidence (2008)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)
this work references cited by second hop

References

  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1991Inferring Trade Direction from Intraday Data3,150 cited
  • 2004Information and the Cost of Capital3,057 cited
  • 2007Accounting Information, Disclosure, and the Cost of Capital2,582 cited
  • 2020Empirical Asset Pricing via Machine Learning2,528 cited
  • 1987Price, trade size, and information in securities markets2,169 cited
  • 1991Measuring the Information Content of Stock Trades1,868 cited
  • 2002Is Information Risk a Determinant of Asset Returns?1,862 cited
  • 1994Market liquidity and volume around earnings announcements1,786 cited
  • 1996Liquidity, Information, and Infrequently Traded Stocks1,591 cited
  • 1993Trading Volume and Serial Correlation in Stock Returns1,560 cited

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Hedge Fund Activism, Corporate Governance, and Firm Performance
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