Chiyachantana is from the College of Business Administration, California State University at San Marcos; Jain, Jiang, and Wood are from the Fogelman College of Business and Economics, University of Memphis. We are grateful to Wayne Wagner and Vinod Pakianathan of the Plexus Group for providing us with the data and for related discussions. We thank Bob Jennings, Cynthia McDonald, Richard Green (the editor), and an anonymous referee for comments and suggestions. Any errors are our own.
International Evidence on Institutional Trading Behavior and Price Impact
Version of Record online: 25 MAR 2004
© 2004 the American Finance Association
The Journal of Finance
Volume 59, Issue 2, pages 869–898, April 2004
How to Cite
Chiyachantana, C. N., Jain, P. K., Jiang, C. and Wood, R. A. (2004), International Evidence on Institutional Trading Behavior and Price Impact. The Journal of Finance, 59: 869–898. doi: 10.1111/j.1540-6261.2004.00651.x
- Issue online: 25 MAR 2004
- Version of Record online: 25 MAR 2004
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