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bear marketOrganisation
This paper extends previous research which has examined the market impact of large transactions in bull and bear markets by examining the information effects of trades. Previous research has demonstrated that the information effects of buy trades are greater than the information effects of sell trades. We develop a theoretical model which predicts that this difference is greater in bear markets than bull markets, consistent with the (almost counter-intuitive) proposition that buy trades are relatively more informed in bear markets. Using a sample of trades executed on the NYSE in bull and bear market periods, we find evidence consistent with our primary theoretical model
This paper suggests that the interactions of security trades and quote revisions be modeled as a vec...
We test the influence of information asymmetry on the premium paid for an acquisition. We analyze me...
We empirically examine the price impact of block trades, in the Saudi Stock Market over the time pe...
This paper extends previous research which has examined the market impact of large transactions in b...
This paper extends previous research which has examined the market impact of large transactions in b...
This paper extends previous research which has examined the market impact of large transactions in b...
This paper extends previous research which has examined the market impact of large transactions in b...
This paper extends previous research which has examined the market impact of large transactions in b...
This paper extends previous research which has examined the market impact of large transactions in ...
Previous research has identified that the information effects of buyer-initiated trades are greater ...
Empirical research in finance documented the existence of a permanent price impact asymmetry between...
Empirical research in finance documented the existence of a permanent price impact asymmetry between...
In this paper we examine the price impact of block trades for FTSE 100 firms over the time period 19...
The article examines the impact of transaction costs on the trading strategy of informed institution...
In this paper we examine the price impact of block trades for FTSE 100 firms over the time period 19...
This paper suggests that the interactions of security trades and quote revisions be modeled as a vec...
We test the influence of information asymmetry on the premium paid for an acquisition. We analyze me...
We empirically examine the price impact of block trades, in the Saudi Stock Market over the time pe...
This paper extends previous research which has examined the market impact of large transactions in b...
This paper extends previous research which has examined the market impact of large transactions in b...
This paper extends previous research which has examined the market impact of large transactions in b...
This paper extends previous research which has examined the market impact of large transactions in b...
This paper extends previous research which has examined the market impact of large transactions in b...
This paper extends previous research which has examined the market impact of large transactions in ...
Previous research has identified that the information effects of buyer-initiated trades are greater ...
Empirical research in finance documented the existence of a permanent price impact asymmetry between...
Empirical research in finance documented the existence of a permanent price impact asymmetry between...
In this paper we examine the price impact of block trades for FTSE 100 firms over the time period 19...
The article examines the impact of transaction costs on the trading strategy of informed institution...
In this paper we examine the price impact of block trades for FTSE 100 firms over the time period 19...
This paper suggests that the interactions of security trades and quote revisions be modeled as a vec...
We test the influence of information asymmetry on the premium paid for an acquisition. We analyze me...
We empirically examine the price impact of block trades, in the Saudi Stock Market over the time pe...
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