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Caught on tape : institutional order flow and stock returns

Campbell, John Y.; Ramadorai, Tarun; Vuolteenaho, Tuomo - 2005

Persistent link: https://www.econbiz.de/10002978193

Caught on tape : institutional order flow and stock returns

Campbell, John Y. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003179090

Caught on Tape : Institutional Order Flow and Stock Returns

Campbell, John Y. - 2005

Many questions about institutional trading can only be answered if one can track high-frequency changes in institutional ownership. In the US, however, institutions are only required to report their ownership quarterly in 13-F filings. We infer daily institutional trading behavior from the...

Persistent link: https://www.econbiz.de/10012784542

Caught on tape : predicting institutional ownership with order flow

Campbell, John Y. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002527917

Bad beta, good beta

Campbell, John Y. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001826777

Bad beta, good beta

Campbell, John Y.; Vuolteenaho, Tuomo - 2003

Persistent link: https://www.econbiz.de/10001738791

Bad beta, good beta

Campbell, John Y.; Vuolteenaho, Tuomo - In: The American economic review 94 (2004) 5, pp. 1249-1275

Persistent link: https://www.econbiz.de/10002683183

Bad beta, good beta

Campbell, John Y. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001878101

Inflation illusion and stock prices

Campbell, John Y.; Vuolteenaho, Tuomo - In: The American economic review 94 (2004) 2, pp. 19-23

Persistent link: https://www.econbiz.de/10002159369

Growth or glamour? : Fundamentals and systematic risk in stock returns

Campbell, John Y.; Polk, Christopher; Vuolteenaho, Tuomo - 2005

Persistent link: https://www.econbiz.de/10002925725

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