Are trading imbalances indicative of private information?
Year of publication: |
2014
|
---|---|
Authors: | Kim, Sukwon Thomas ; Stoll, Hans R. |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 20.2014, p. 151-174
|
Subject: | Trading imbalance | Order imbalance | Informed trading | Private information | Earnings announcements | Mergers and acquisitions | Seasoned equity offerings | Asymmetrische Information | Asymmetric information | Ankündigungseffekt | Announcement effect | Wertpapierhandel | Securities trading | Außenwirtschaftliches Gleichgewicht | External balance | Übernahme | Takeover | Kapitalerhöhung | Seasoned equity offering | Börsenkurs | Share price | Insiderhandel | Insider trading | Gewinnprognose | Earnings announcement | Marktmikrostruktur | Market microstructure |
-
Earnings announcements, information asymmetry, and timing of debt offerings
Kerr, Jon N., (2015)
-
The implied intra-day probability of informed trading
Kumar, Raman, (2014)
-
Informed trading and earnings announcement driven disagreement in global markets
Chen, Tao, (2021)
- More ...
-
Are trading imbalances indicative of private information?
Kim, Sukwon Thomas, (2014)
-
Are Order Imbalances Indicative of Private Information?
Kim, Sukwon Thomas, (2012)
-
Is Order Imbalance Related to Information?
Kim, Sukwon Thomas, (2012)
- More ...