An empirical study on pre-trade transparency and intraday stealth trading
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference42 articles.
1. A theory of intraday patterns: Volume and price variability;Admati;Review of Financial Studies,1988
2. An analysis of trade-size clustering and its relation to stealth trading;Alexander;Journal of Financial Economics,2007
3. Imperfect competition among informed traders;Back;Journal of Finance,2000
4. Stealth trading and volatility: Which trades move prices?;Barclay;Journal of Financial Economics,1993
5. Intraday stealth trading: which trades move prices during periods of high intraday volume?;Blau;Journal of Financial Research,2009
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