Permanent price impact asymmetry of trades with institutional constraints
Year of publication: |
November 2017
|
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Authors: | Chiyachantana, Chiraphol N. ; Jain, Pankaj K. ; Jiang, Christine X. ; Sharma, Vivek |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 36.2017, p. 1-16
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Subject: | Permanent price impact Asymmetry | Institutional investors: Information | asymmetry | Theorie | Theory | Institutioneller Investor | Institutional investor | Asymmetrische Information | Asymmetric information | Börsenkurs | Share price | Wertpapierhandel | Securities trading |
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