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The impact of regulation fair disclosure on information asymmetry and trading : an intraday analysis

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Informed trading by hedge funds

Huang, Qiping; Jain, Pankaj K. - In: The journal of financial research : the journal of the … 47 (2024) 3, pp. 541-568

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Permanent price impact asymmetry of trades with institutional constraints

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Informed Trading by Hedge Funds

Huang, Qiping - 2019

Using daily equity transactions, we create a hedge fund informed trading measure (ITM) that separates information related trades from liquidity driven trades. We find that stocks with higher hedge fund informed trading are associated with higher future stock performance. The long-short portfolio...

Persistent link: https://www.econbiz.de/10012901230