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Who trades with whom? Individuals, institutions, and returns
Stoffman, Noah - In: Journal of Financial Markets 21 (2014) C, pp. 50-75
Using all trading in Finland over a 15-year period, I study the relation between price changes and the trading of individuals and financial institutions. On average, prices increase when institutions buy from individuals, and decrease when institutions sell to individuals. No such consistent...
Persistent link: https://www.econbiz.de/10011116722
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Trade Intensity and Liquidity
Brigida, Matt; Pratt, William - In: Market microstructure and liquidity 4 (2018) 1/2, pp. 1-17
Persistent link: https://www.econbiz.de/10012256399
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Individuals' return predictability in market and limit trades
Lee, Hyo-jeong; Cho̕e, Hyuk - In: Asia-Pacific journal of financial studies 43 (2014) 1, pp. 59-88
Persistent link: https://www.econbiz.de/10010348458
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Liquidity provision and informed trading by individual investors
Tian, Xiao; Do, Binh; Huu Nhan Duong; Kalev, Petko S. - In: Pacific-Basin finance journal 35 (2015) 1, pp. 143-162
Persistent link: https://www.econbiz.de/10011538122
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A taxonomy of individual liquidity provision : evidence from the Taiwan stock exchange
Chiou, Calvin J.; Zhou, Xiaozhou; Chan, Chang - In: Finance research letters 50 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10014239964
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Do foreign investors destabilize stock markets? : a reexamination of Korea in 2008
Yang, Cheol-Won - In: Asia-Pacific journal of financial studies 46 (2017) 5, pp. 734-759
Persistent link: https://www.econbiz.de/10011779401
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Flight-to-liquidity, market uncertainty, and the actions of mutual fund investors
Ben-Rephael, Azi - In: Journal of financial intermediation 31 (2017), pp. 30-44
Persistent link: https://www.econbiz.de/10011822426
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Kurseinfluss mittlerer und großer Transaktionen am deutschen Aktienmarkt
Oehler, Andreas; Häcker, Mirko - 2003
26 Aktien des Deutschen Aktienindex DAX mit 71% Marktkapitalisierung und 84% Anteil am Gesamtumsatz werden über 249 Handelstage des Jahres 1997 auf den Kurseinfluss der Transaktionsgröße hin analysiert. Der verwendete Satz hochfrequenter Transaktionsdaten erlaubt in dieser Form erstmals für...
Persistent link: https://www.econbiz.de/10010296587
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The granular nature of large institutional investors
Ben-David, Itzhak; Franzoni, Francesco; Moussawi, Rabih - In: Management science : journal of the Institute for … 67 (2021) 11, pp. 6629-6659
Persistent link: https://www.econbiz.de/10012703696
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The sustainability footprint of institutional investors
Gibson, Rajna; Krüger, Philipp - 2017 - This version: 17 February 2017
We propose a novel way of measuring the equity portfolio-level environmental and social characteristics of a 13F institution (the “sustainability footprint”) and examine the relation between sustainability footprints and risk-adjusted investment performance. The analysis shows that 13F...
Persistent link: https://www.econbiz.de/10011626640