Two Essays on the Probability of Informed Trading
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- Type
- dissertation
- Published
- 2007-04-11
- Cited by
- 1
- References
- 79
- OpenAlex
- https://openalex.org/W4741496
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:35346937
Keywords
Market liquidity, Adverse selection, Insider trading, Underwriting, Information asymmetry
References
- Credit Ratings and Stock Liquidity
- An Ex-Ante Measure of the Probability of Informed Trading
- Stock Price Reaction to Public and Private Information
- Who trades IPOs? A close look at the first days of trading
- Information Effects on the Bid‐Ask Spread
- On the occurrence and consequences of inaccurate trade classification
- INVESTMENT BANKING, REPUTATION, AND THE UNDERPRICING OF INITIAL PUBLIC OFFERINGS*
- The Trades of Market Makers: An Empirical Analysis of NYSE Specialists
- Trade Size and Components of the Bid-Ask Spread
- Special Information and Insider Trading
- PRICE, TRADE SIZE, AND INFORMATION IN SECURITIES MARKETS*
- Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
- One Day in the Life of a Very Common Stock
- Firm Size and the Informational Content of Financial Statements
- Analyst Behavior Following IPOs: The “Bubble Period” Evidence
- Information, Trade, and Common Knowledge
- When the Underwriter Is the Market Maker: An Examination of Trading in the IPO Aftermarket
- A Model of Competitive Stock Trading Volume
- Are Insider Trades Informative
- Market Efficiency and Insider Trading: New Evidence
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