Similar Search Results

Daily momentum and contrarian behavior of index fund investors

Goetzmann, William N.; Massa, Massimo - 2000

Persistent link: https://www.econbiz.de/10001508928

The sneaky, the sleepy and the skeptic : a behavioral model of marketing making ; evidence of strategic market making on the treasury bond market

Massa, Massimo; Simonov, Andrei - 2000

Persistent link: https://www.econbiz.de/10001508933

Can strategic market making explain asset pricing? : A microstructure analysis of the treasury bond market

Massa, Massimo; Simonov, Andrei - 2000

Persistent link: https://www.econbiz.de/10001508934

Behavioral factors in mutual fund flows

Goetzmann, William N.; Massa, Massimo; Rouwenhorst, K. Geert - 2000

Persistent link: https://www.econbiz.de/10001517730

Daily momentum and contrarian behavior of index fund investors

Goetzmann, William N.; Massa, Massimo - 2000

Persistent link: https://www.econbiz.de/10001456001

Daily momentum and contrarian behavior of index fund investors

Goetzmann, William N.; Massa, Massimo - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 3, pp. 375-389

Persistent link: https://www.econbiz.de/10001705067

Experimentation in financial markets

Massa, Massimo; Simonov, Andrei - In: Management science : journal of the Institute for … 55 (2009) 8, pp. 1377-1390

Persistent link: https://www.econbiz.de/10003885442

Price manipulation in parellel markets with different transparency

Drudi, Francesco; Massa, Massimo - In: The journal of business : B 78 (2005) 5, pp. 1625-1628

Persistent link: https://www.econbiz.de/10003232458

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

Strategic trading as a response to short sellers

Di Maggio, Marco; Franzoni, Francesco; Massa, Massimo; … - 2019 - This version: April, 2019

We study empirically whether short selling deters the incorporation of positive information. We find a sizeable reduction of positive information impounding before earnings announcements for stocks more exposed to short selling. The price pressure from short selling cannot explain this effect....

Persistent link: https://www.econbiz.de/10012003269