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Clean sweep : informed trading through intermarket sweep orders

Chakravarty, Sugato; Jain, Pankaj K.; Upson, James; … - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 2, pp. 415-435

Persistent link: https://www.econbiz.de/10009672553

International evidence on institutional trading behavior and price impact

Chiyachantana, Chiraphol N.; Jain, Pankaj K.; Jiang, … - In: The journal of finance : the journal of the American … 59 (2004) 2, pp. 869-898

Persistent link: https://www.econbiz.de/10002017411

Volatility effects of institutional trading in foreign stocks

Chiyachantana, Chiraphol N.; Jain, Pankaj K.; Jiang, … - In: Journal of banking & finance 30 (2006) 8, pp. 2199-2214

Persistent link: https://www.econbiz.de/10003355717

Do bid-ask spreads or bid and ask depths convey new information first?

Chakravarty, Sugato (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001914542

Institutional trading patterns and price impact around decimalization

Chakravarty, Sugato (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001915114

Decimal trading and market impact

Chakravarty, Sugato (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001915143

The changing state of the NYSE market : new common factors, players, and impulse responses

Chakravarty, Sugato; Harris, Frederick H. deB.; Wood, … - In: The journal of trading 4 (2009) 1, pp. 68-94

Persistent link: https://www.econbiz.de/10003810727

Did decimalization hurt institutional investors?

Chakravarty, Sugato; Panchapagesan, Venkatesh; Wood, … - In: Journal of financial markets 8 (2005) 4, pp. 400-420

Persistent link: https://www.econbiz.de/10003177617

The flash crash : trading aggressiveness, liquidity supply, and the impact of intermarket sweep orders

McInish, Thomas H.; Upson, James; Wood, Robert A. - In: The financial review : the official publication of the … 49 (2014) 3, pp. 481-509

Persistent link: https://www.econbiz.de/10010401378

The Flash Crash : Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders

Wood, Robert A. - 2013

During the Flash Crash on May 6, 2010, a short period of high stock market volatility, some stock prices declined to $0.01, while others increased to $100,000. Examining Intermarket Sweep Orders (ISO) before, on, and after May 6, we find that ISO use is substantially higher on May 6. For those...

Persistent link: https://www.econbiz.de/10013094620