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Improving the performance of the stock market

Kyle, Albert S. - In: California management review 30 (1988) 4, pp. 90-114

Persistent link: https://www.econbiz.de/10001062295

Continuous auctions and insider trading

Kyle, Albert S. - In: Econometrica : journal of the Econometric Society, an … 53 (1985) 6, pp. 1315-1335

Persistent link: https://www.econbiz.de/10002348000

Disentangling the dividend information in splits : a decomposition using conditional event-study methods

Nayak, Subhankar; Prabhala, Nagpurnanand R. - In: The review of financial studies 14 (2001) 4, pp. 1083-1116

Persistent link: https://www.econbiz.de/10001619465

Institutional allocation in initial public offerings : empirical evidence

Aggarwal, Reena; Prabhala, Nagpurnanand R.; Puri, Manju - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1421-1442

Persistent link: https://www.econbiz.de/10001685006

Institutional allocation in initial public offerings : empirical evidence

Aggarwal, Reena; Prabhala, Nagpurnanand R.; Puri, Manju - 2002

Persistent link: https://www.econbiz.de/10001686019

Institutional Allocation In Initial Public Offerings : Empirical Evidence

Aggarwal, Reena - 2002

We analyze institutional allocation in initial public offerings (IPOs) using a new dataset of US offerings between 1997 and 1998. We document a positive relationship between institutional allocation and day one IPO returns. This is partly explained by the practice of giving institutions more...

Persistent link: https://www.econbiz.de/10012469643

Institutional Allocation in Initial Public Offerings : Empirical Evidence

Aggarwal, Reena - 2012

Persistent link: https://www.econbiz.de/10012755911

Smart money, noise trading and stock price behaviour

Campbell, John Y. - In: The review of economic studies 60 (1993) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10001137468

Smart money, noise trading and stock price behavior

Campbell, John Y.; Kyle, Albert S. - 1988

Persistent link: https://www.econbiz.de/10000752325

Large Bets and Stock Market Crashes

Kyle, Albert S. - 2019

For five stock market crashes, we compare price declines with predictions from market microstructure invariance. During the 1987 crash and the 2008 sales by Société Générale, prices fell by magnitudes similar to predictions from invariance. Larger-than-predicted temporary price declines...

Persistent link: https://www.econbiz.de/10012905695