Differences in the effects of seller-initiated versus buyer-initiated crowded trades in stock markets

Liyun Zhou, Chunpeng Yang · Journal of Economic Interaction and Coordination · 2019

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Type: article
Published: 2019-09-09
Cited by: 1
References: 57
DOI: https://doi.org/10.1007/s11403-019-00264-3
OpenAlex: https://openalex.org/W2972766527
Semantic Scholar: https://api.semanticscholar.org/CorpusID:203501566

Keywords

Stock (firearms), Earnings, Monetary economics, Economics, Stock price

References

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Crowded Trades, Short Covering, and Momentum CrashesPhilip Yan — 2013
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Stock Price Synchronicity and LiquidityWenjin Kang, Kalok Chan, Allaudeen Hameed — 2013
Idiosyncratic Risk and the Cross-Section of Expected Stock ReturnsFangjian Fu — 2009
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How regulatory changes affect IPO underpricing in ChinaYan‐Leung Cheung, Zhiwei Ouyang, Weiqiang Tan — 2009
Order imbalance and individual stock returns: theory and evidenceTarun Chordia, Avanidhar Subrahmanyam — 2004
The Growth and Limits of Arbitrage: Evidence from Short InterestSamuel Hanson, Adi Sunderam — 2014
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Specification tests in econometricsJerry A. Hausman — 1978
Who trades on momentum?Markus Baltzer, Stephan Jank, Esad Smajlbegovic — 2019
Managing Underpricing? The Case of Pre-IPO Discretionary Accruals in ChinaMarinilka Barros Kimbro — 2005
Presidential Address: Sophisticated Investors and Market EfficiencyJeremy C. Stein — 2009
Does Algorithmic Trading Improve LiquidityTerrence Hendershott, Charles M. Jones, Albert J. Menkveld — 2011
Retail Investor Sentiment and Return ComovementsAlok Kumar, Charles M.C. Lee — 2006
Speculative Retail Trading and Asset PricesBing Han, Alok Kumar — 2013

Cited by

The Market Liquidity Of Designated 2B Equity Securities Under The Basel Accord: Empirical Evidence From South African Commercial BanksSamuel Tabot Enow, Sophie Kasse, Jobo Dubihlela — 2023

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