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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

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

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

Permanent price impact asymmetry of trades with institutional constraints

Chiyachantana, Chiraphol N.; Jain, Pankaj K.; Jiang, … - In: Journal of financial markets 36 (2017), pp. 1-16

Persistent link: https://www.econbiz.de/10011820196

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