A Tale of Two Market Microstructures: Spillovers of Informed Trading and Liquidity for Cross Listed Chinese A and B Shares

SSRN Electronic Journal ◽

10.2139/ssrn.1741959 ◽

2011 ◽

Cited By ~ 3

Author(s):

Jing Chen ◽

Julian M. Williams ◽

Roger Buckland

Keyword(s):

Informed Trading

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Informed Trading, Predictable Noise Trading Activities and Market Manipulation

SSRN Electronic Journal ◽

10.2139/ssrn.1343583 ◽

2009 ◽

Cited By ~ 2

Author(s):

Jungsuk Han

Keyword(s):

Informed Trading ◽

Market Manipulation ◽

Noise Trading ◽

Trading Activities

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A New Method to Estimate PIN (Probability of Informed Trading)

SSRN Electronic Journal ◽

10.2139/ssrn.1361921 ◽

2009 ◽

Cited By ~ 1

Author(s):

Yuxing Yan

Keyword(s):

Informed Trading ◽

New Method ◽

Probability Of Informed Trading

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Clean Sweep: Informed Trading Through Intermarket Sweep Orders

SSRN Electronic Journal ◽

10.2139/ssrn.1460865 ◽

2009 ◽

Cited By ~ 8

Author(s):

Sugato Chakravarty ◽

Pankaj K. Jain ◽

Robert A. Wood ◽

James Upson

Keyword(s):

Informed Trading

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Informed Trading, Earnings Surprises, and Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1501708 ◽

2012 ◽

Author(s):

Hui Guo ◽

Buhui Qiu

Keyword(s):

Stock Returns ◽

Informed Trading ◽

Earnings Surprises

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Liquidity Provision and Informed Trading in the Credit Derivatives Market

SSRN Electronic Journal ◽

10.2139/ssrn.1530088 ◽

2010 ◽

Cited By ~ 3

Author(s):

Tejas Gala ◽

Jiaping Qiu ◽

Fan Yu

Keyword(s):

Credit Derivatives ◽

Informed Trading ◽

Liquidity Provision

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Informed Trading or Limits of Arbitrage: What Does High Short Interest Imply?

SSRN Electronic Journal ◽

10.2139/ssrn.1572554 ◽

2010 ◽

Author(s):

Zsuzsa R. Huszar

Keyword(s):

Informed Trading ◽

Short Interest

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Institutional Investors, Informational Efficiency and Informed Trading

SSRN Electronic Journal ◽

10.2139/ssrn.1577568 ◽

2011 ◽

Author(s):

Wenlan Qian

Keyword(s):

Institutional Investors ◽

Informed Trading ◽

Informational Efficiency

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Aggressive Informed Trading by Corporate Executives and Shareholder Value

SSRN Electronic Journal ◽

10.2139/ssrn.1671542 ◽

2010 ◽

Author(s):

Katherine Gunny ◽

Bin Ke ◽

Tracey Chunqi Zhang

Keyword(s):

Shareholder Value ◽

Informed Trading ◽

Corporate Executives

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Do Deviations from Investor Tastes Signal Informed Trading?

SSRN Electronic Journal ◽

10.2139/ssrn.1727434 ◽

2010 ◽

Author(s):

Jeremy K. Page

Keyword(s):

Informed Trading

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Debt Financial Covenants Violation Reporting and Informed Trading

SSRN Electronic Journal ◽

10.2139/ssrn.2145729 ◽

2012 ◽

Author(s):

Yushu Zhu

Keyword(s):

Informed Trading

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