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Direct evidence of non-trading of NYSE and AMEX stocks

Foerster, Stephen Robert; Keim, Donald B. - In: Security market imperfections in worldwide equity markets, (pp. 144-166). 2000

Persistent link: https://www.econbiz.de/10001506411

The cost of institutional equity trades : an overview

Keim, Donald B.; Madhavan, Ananth Narayan - 1998

Persistent link: https://www.econbiz.de/10000983037

The cost of institutional equity trades

Keim, Donald B.; Madhavan, Ananth Narayan - 1998

Persistent link: https://www.econbiz.de/10001367619

Valuable information and costly liquidity : evidence from individual mutual fund trades

Christoffersen, Susan E. K. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003727402

First to "read" the news : news analytics and high frequency trading

Von Beschwitz, Bastian; Keim, Donald B.; Massa, Massimo - 2015

Persistent link: https://www.econbiz.de/10011522075

Valuable information and costly liquidity : evidence from individual mutual fund trades

Christoffersen, Susan E. K.; Keim, Donald B.; Musto, … - 2017

Persistent link: https://www.econbiz.de/10011847497

First to 'Read' the News : News Analytics and High Frequency Trading

Von Beschwitz, Bastian - 2015

We investigate whether providers of news analytics affect the stock market. We exploit a unique identification strategy based on revisions between different product releases of a major provider of news analytics. We document a causal effect of news analytics on the market, irrespective of the...

Persistent link: https://www.econbiz.de/10013034709