Search Results - subject:"stealth trading"

Revisiting the stealth trading hypothesis: Does time-varying liquidity explain the size-effect?

Cebiroglu, Gökhan; Hautsch, Nikolaus; Walsh, Christopher - 2019

Large trades have a smaller price impact per share than medium-sized trades. So far, the literature has attributed this effect to the informational content of trades. In this paper, we show that this effect can arise from strategic order placement. We introduce the concept of a liquidity...

Persistent link: https://www.econbiz.de/10012063747

Revisiting the stealth trading hypothesis : does time-varying liquidity explain the size-effect?

Cebiroglu, Gökhan; Hautsch, Nikolaus; Walsh, Christopher - 2019

Persistent link: https://www.econbiz.de/10012060907

Information environments and high price impact trades : implication for volatility and price efficiency

Dionne, Georges; Zhou, Xiaozhou - 2019

Persistent link: https://www.econbiz.de/10012139168

Liquidation in the Face of Adversity: Stealth Vs. Sunshine Trading, Predatory Trading Vs. Liquidity Provision

Schoeneborn, Torsten; Schied, Alexander - Volkswirtschaftliche Fakultät, … - 2007

seller to pre-announce a trading intention (\sunshine trading") or to keep it secret (\stealth trading"). …

Persistent link: https://www.econbiz.de/10005616623

Testing weak exogeneity in the exponential family : an application to financial point processes

DOLADO, Juan J.; RODRIGUEZ-POO, Juan; VEREDAS, David - Center for Operations Research and Econometrics (CORE), … - 2004

with market microstructure theory and stealth trading hypothesis, for five stocks traded at NYSE: (i) the relationship …

Persistent link: https://www.econbiz.de/10005043440

Kurseinfluss mittlerer und großer Transaktionen am deutschen Aktienmarkt

Oehler, Andreas; Häcker, Mirko - 2003

. Dies kann als ein erster Beleg für das sog. Stealth Trading am deutschen Markt gewertet werden, auch wenn kein exakter …

Persistent link: https://www.econbiz.de/10010296587

Kurseinfluss mittlerer und großer Transaktionen am deutschen Aktienmarkt

Oehler, Andreas; Häcker, Mirko - University of Bamberg, Chair of Finance - 2003

. Dies kann als ein erster Beleg für das sog. Stealth Trading am deutschen Markt gewertet werden, auch wenn kein exakter …

Persistent link: https://www.econbiz.de/10009211012