Passive Informed Trading Around Earnings Announcements
Author:
Publisher
Elsevier BV
Reference24 articles.
1. Empirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders;Amber Anand;Journal of Financial Markets,2005
2. Stealth trading in options markets;Amber Anand;Journal of Financial and Quantitative Analysis,2007
3. A Theory of intraday patterns: Volume and price variability;Anat R Admati;Review of Financial Studies,1988
4. Stealth trading and volatility: Which trades move prices;Michael J Barclay;Journal of Financial Economics,1993
5. The "make or take" decision in an electronic market: Evidence on the evolution of liquidity;Robert Bloomfield;Journal of Financial Economics,2005
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