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There are 10548 results for: content related to: Information Content in Small and Large Trades

  1. Information Asymmetry, Trade Size, and the Dynamic Volume-Return Relation: Evidence from the Australian Securities Exchange

    Financial Review

    Volume 49, Issue 3, August 2014, Pages: 539–564, Yang Sun, Huu Nhan Duong and Harminder Singh

    Article first published online : 16 JUL 2014, DOI: 10.1111/fire.12048

  2. TRADE SIZE AND INFORMED TRADING: WHICH TRADES ARE “BIG”?

    Journal of Financial Research

    Volume 28, Issue 1, March 2005, Pages: 133–163, Frank Heflin and Kenneth W. Shaw

    Article first published online : 2 FEB 2005, DOI: 10.1111/j.1475-6803.2005.00118.x

  3. Informed Trading and Market Structure

    European Financial Management

    Volume 21, Issue 1, January 2015, Pages: 148–177, Charlie X. Cai, Jeffrey H. Harris, Robert S. Hudson and Kevin Keasey

    Article first published online : 28 FEB 2013, DOI: 10.1111/eufm.12003

  4. Informed Trading in Corporate Bonds Prior to Earnings Announcements

    Financial Management

    Jason Wei and Xing Zhou

    Article first published online : 1 MAR 2016, DOI: 10.1111/fima.12123

  5. You have free access to this content
    Information Effects of Trade Size and Trade Direction: Evidence from the KOSPI 200 Index Options Market

    Asia-Pacific Journal of Financial Studies

    Volume 39, Issue 3, June 2010, Pages: 301–339, Hee-Joon Ahn, Jangkoo Kang and Doojin Ryu

    Article first published online : 25 MAY 2010, DOI: 10.1111/j.2041-6156.2010.01016.x

  6. Price Movers on the Stock Exchange of Thailand: Evidence from a Fully Automated Order-Driven Market

    Financial Review

    Volume 45, Issue 3, August 2010, Pages: 761–783, Charlie Charoenwong, David K. Ding and Nattawut Jenwittayaroje

    Article first published online : 13 JUL 2010, DOI: 10.1111/j.1540-6288.2010.00270.x

  7. Are Short Sellers Informed? Evidence from REITs

    Financial Review

    Volume 47, Issue 1, February 2012, Pages: 145–170, Dan W. French, Andrew A. Lynch and Xuemin (Sterling) Yan

    Article first published online : 4 JAN 2012, DOI: 10.1111/j.1540-6288.2011.00324.x

  8. Intraday Behavior of Stock Prices and Trades around Insider Trading

    Financial Management

    Volume 39, Issue 1, Spring 2010, Pages: 323–363, A. Can Inci, Biao Lu and H. Nejat Seyhun

    Article first published online : 31 MAR 2010, DOI: 10.1111/j.1755-053X.2009.01075.x

  9. Competition among Trading Venues: Information and Trading on Electronic Communications Networks

    The Journal of Finance

    Volume 58, Issue 6, December 2003, Pages: 2637–2665, Michael J. Barclay, Terrence Hendershott and D. Timothy McCormick

    Article first published online : 7 NOV 2003, DOI: 10.1046/j.1540-6261.2003.00618.x

  10. INTRADAY STEALTH TRADING: WHICH TRADES MOVE PRICES DURING PERIODS OF HIGH VOLUME?

    Journal of Financial Research

    Volume 32, Issue 1, Spring 2009, Pages: 1–21, Benjamin M. Blau, Bonnie F. Van Ness and Robert A. Van Ness

    Article first published online : 19 FEB 2009, DOI: 10.1111/j.1475-6803.2008.01240.x

  11. ADVERSE SELECTION, INVENTORY-HOLDING COSTS, AND DEPTH

    Journal of Financial Research

    Volume 24, Issue 1, Spring 2001, Pages: 65–82, Frank Heflin and Kenneth W. Shaw

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.2001.tb00818.x

  12. IPO Trading without Market Makers or Underwriter Price Support

    Financial Review

    Volume 46, Issue 3, August 2011, Pages: 459–483, Daniel Bradley, Mingsheng Li and Jing Shi

    Article first published online : 7 JUL 2011, DOI: 10.1111/j.1540-6288.2011.00308.x

  13. Do Prices Reveal the Presence of Informed Trading?

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1555–1582, PIERRE COLLIN-DUFRESNE and VYACHESLAV FOS

    Article first published online : 23 JUL 2015, DOI: 10.1111/jofi.12260

  14. Competition on the Nasdaq and the Impact of Recent Market Reforms

    The Journal of Finance

    Volume 55, Issue 6, December 2000, Pages: 2565–2598, James P. Weston

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00300

  15. Do uninformed crossed and internalized trades tap into unexpressed liquidity? The case of Nokia

    Accounting & Finance

    Volume 49, Issue 2, June 2009, Pages: 407–424, P. Joakim Westerholm

    Article first published online : 21 OCT 2008, DOI: 10.1111/j.1467-629X.2008.00282.x

  16. Institutional Investors and Information Asymmetry: An Event Study of Self-Tender Offers

    Financial Review

    Volume 38, Issue 2, May 2003, Pages: 197–211, Michele O'Neill and 1 Judith Swisher 2

    Article first published online : 9 APR 2003, DOI: 10.1111/1540-6288.00042

  17. Are the Insider Trades of a Large Institutional Investor Informed?

    Financial Review

    Volume 42, Issue 2, May 2007, Pages: 161–190, Joseph Golec

    Article first published online : 5 JUN 2007, DOI: 10.1111/j.1540-6288.2007.00166.x

  18. Anonymity, Stealth Trading, and the Information Content of Broker Identity

    Financial Review

    Volume 45, Issue 3, August 2010, Pages: 501–522, Alex Frino, David Johnstone and Hui Zheng

    Article first published online : 13 JUL 2010, DOI: 10.1111/j.1540-6288.2010.00258.x

  19. Automated Versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1445–1485, Kumar Venkataraman

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00375

  20. Liquidity Provision and the Organizational Form of NYSE Specialist Firms

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 841–869, Jay F. Coughenour and Daniel N. Deli

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00444