Similar Search Results

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

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

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

Persistent link: https://www.econbiz.de/10015166430

Order dynamics : recent evidence from the NYSE

Ellul, Andrew; Holden, Craig W.; Jain, Pankaj K.; … - In: Journal of empirical finance 14 (2007) 5, pp. 636-661

Persistent link: https://www.econbiz.de/10003609968

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

Institutional trading around repurchase announcements : an uphill battle

Nguyen, Vinh Huy; Mishra, Suchismita; Jain, Pankaj K. - In: The financial review : the official publication of the … 57 (2022) 3, pp. 485-507

Persistent link: https://www.econbiz.de/10013348703

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

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