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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

Valuation uncertainty, market sentiment and the informativeness of institutional trades

Yang, Zongfei; Goh, Jeremy C.; Chiyachantana, Chiraphol N. - In: Journal of banking & finance 72 (2016), pp. 81-98

Persistent link: https://www.econbiz.de/10011635497

Stock market volatility, excess returns, and the role of investor sentiment

Lee, Wayne Y.; Jiang, Christine X.; Indro, Daniel C. - In: Journal of banking & finance 26 (2002) 12, pp. 2277-2299

Persistent link: https://www.econbiz.de/10001719717

Bid-ask spreads, information asymmetry, and abnormal investor sentiment : evidence from closed-end funds

Chen, Jeng-Hong; Jiang, Christine X.; Kim, Jang-Chul; … - In: Review of quantitative finance and accounting 21 (2003) 4, pp. 303-321

Persistent link: https://www.econbiz.de/10001857666

Active trading in ETFs : the role of high-frequency algorithmic trading

Jain, Archana; Jain, Chinmay; Jiang, Christine X. - In: Financial analysts journal : FAJ 77 (2021) 2, pp. 66-82

Persistent link: https://www.econbiz.de/10012515351

Individual investorsŕeactions to decimalization : innovation diffusion in financial markets

Chakravarty, Sugato; Dubinsky, Alan - In: Journal of economic psychology : research in economic … 26 (2005) 1, pp. 89-103

Persistent link: https://www.econbiz.de/10002536283

Cleaning house : stock reassignments on the NYSE

Anand, Amber; Chakravarty, Sugato; Chuwonganant, Chairat - In: Journal of financial markets 12 (2009) 4, pp. 727-753

Persistent link: https://www.econbiz.de/10003902732

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

On short-term institutional trading skill, behavioral biases, and liquidity need

Chakravarty, Sugato; Ray, Rina - In: The journal of corporate finance : contracting, … 65 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012423666

On Short-term Institutional Trading Skill, Behavioral Biases, and Liquidity Need

Chakravarty, Sugato; Ray, Rina - 2021

Are portfolio managers skilled or do they trade too much? Using a marked-to-market based“fair-value” method for measuring fund manager skill, we find that institutional managers canpotentially earn +42 (+33) basis points benchmark-adjusted return before transaction costs aftera holding...

Persistent link: https://www.econbiz.de/10014351720