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A tale of two time zones : the impact of substitutes on cross-listed stock liquidity

Moulton, Pamela C.; Li, Wei - In: Journal of financial markets 12 (2009) 4, pp. 570-591

Persistent link: https://www.econbiz.de/10003902660

Public disclosure and private decisions : equity market execution quality and order routing

Boehmer, Ekkehart; Jennings, Robert H.; Li, Wei - In: The review of financial studies 20 (2007) 2, pp. 316-358

Persistent link: https://www.econbiz.de/10003554425

Daily institutional trades and stock price volatility in a retail investor dominated emerging market

Li, Wei; Wang, Steven Shuye - In: Journal of financial markets 13 (2010) 4, pp. 422-447

Persistent link: https://www.econbiz.de/10009262099

Ownership restriction, information diffusion speed, and the performance of technical trading rules in Chinese domestic and foreign shares markets

Li, Wei; Wang, Steven Shuye - In: Review of Pacific Basin financial markets and policies 10 (2007) 4, pp. 585-617

Persistent link: https://www.econbiz.de/10003675565

Daily Institutional Trades and Stock Price Volatility in a Retail Investor Dominated Emerging Market

Li, Wei - 2010

We examine the short-run dynamic relation between daily institutional trading and stock price volatility in a retail investor-dominated emerging market. We find a significantly negative relation between volatility and institutional net trading that is mainly due to the unexpected institutional...

Persistent link: https://www.econbiz.de/10013142178

Essays in liquidity

Moulton, Pamela C. - 2003

Persistent link: https://www.econbiz.de/10003385440

Automation, speed, and stock market quality : the NYSE's Hybrid

Hendershott, Terrence; Moulton, Pamela C. - In: Journal of financial markets 14 (2011) 4, pp. 568-604

Persistent link: https://www.econbiz.de/10009260950

Short sales, long sales, and the Lee-Ready trade classification algorithm revisited

Chakrabarty, Bidisha; Moulton, Pamela C.; Shkilko, Andriy - In: Journal of financial markets 15 (2012) 4, pp. 467-491

Persistent link: https://www.econbiz.de/10009655266

The performance of short-term institutional trades

Chakrabarty, Bidisha; Moulton, Pamela C.; Trzcinka, Charles - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1403-1428

Persistent link: https://www.econbiz.de/10011927920

Trading in the presence of short-lived private information : evidence from analyst recommendation changes

Kadan, Ohad; Michaely, Roni; Moulton, Pamela C. - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 4, pp. 1509-1546

Persistent link: https://www.econbiz.de/10011930504