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The choice of trading venue and relative price impact of institutional trading : ADRs versus the underlying securities in their local markets

Chakravarty, Sugato (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002542046

Earnings surprise and stealth trading

Chakravarty, Sugato; Chiyachantana, Chiraphol N.; … - In: Stock market liquidity : implications for market …, (pp. 247-266). 2008

Persistent link: https://www.econbiz.de/10003650543

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

Institutional trading and market design

Chiyachantana, Chiraphol N. - 2003

Persistent link: https://www.econbiz.de/10003621782

The information content of trading halts

Jiang, Christine X.; McInish, Thomas H.; Upson, James - In: Journal of financial markets 12 (2009) 4, pp. 703-726

Persistent link: https://www.econbiz.de/10003902727

Pricing and information content of block trades on the Shanghai Stock Exchange

Fan, Longzhen; Hu, Bill; Jiang, Christine X. - In: Pacific-Basin finance journal 20 (2012) 3, pp. 378-397

Persistent link: https://www.econbiz.de/10009532255

Predicting future price volatility : empirical evidence from an emerging limit order market

Jain, Pawan; Jiang, Christine X. - In: Pacific-Basin finance journal 27 (2014), pp. 72-93

Persistent link: https://www.econbiz.de/10010499715

Algorithmic trading and fragmentation

Jain, Archana; Jain, Chinmay; Jiang, Christine X. - In: The journal of trading 12 (2017) 4, pp. 18-28

Persistent link: https://www.econbiz.de/10011876859

Short selling and politically motivated negative information hoarding

Deng, Xiaohu; Jiang, Christine X.; Young, Danqing - 2017

Persistent link: https://www.econbiz.de/10011884077

Algorithmic Trading and Fragmentation

Jain, Archana - 2019

Prior studies on algorithmic trading (AT) have mostly focused on a single exchange. The authors use a public dataset provided by the Securities and Exchange Commission (SEC) covering all major U.S. exchanges to study the impact of AT and its fragmentation on market liquidity. Using a proxy of AT...

Persistent link: https://www.econbiz.de/10012899772