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Institutional trades and intraday stock price behavior · Study

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ArticleInstitutional trades and intraday stock price behavior

Louis K.C. Chan1993

OA

Articlegreen1993

Institutional trades and intraday stock price behavior

Louis K.C. Chan · Josef Lakonishok

626 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Analysis and Corporate Governance

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 626 citations exist upstream.

References

1985Continuous Auctions and Insider Trading 1991Inferring Trade Direction from Intraday Data 1987Price, trade size, and information in securities markets 1992The impact of institutional trading on stock prices 1968The Cost of Transacting 1990The Noise Trader Approach to Finance 1986Do Demand Curves for Stocks Slope Down?1981Optimal dealer pricing under transactions and return uncertainty

Cited by

1996The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects 1997Transactions costs and investment style: an inter-exchange analysis of institutional equity trades 2012Optimal trading strategy and supply/demand dynamics 1995Trade Size and Components of the Bid-Ask Spread 2002Are Financial Assets Priced Locally or Globally?2006Institutional Investors and Stock Market Volatility 1997New Evidence on Stock Price Effects Associated with Changes in the S&P 500 Index 1992Earnings news and small traders

Details

Year1993

Typearticle

Published1993-04-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations626

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/0304-405x(93)90003-t

openalex_workW777438934

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