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One Day in the Life of a Very Common Stock.. (1997). Kiefer, Nicholas ; Easley, David ; O'Hara, Maureen .
In: Review of Financial Studies.
RePEc:oup:rfinst:v:10:y:1997:i:3:p:805-35.

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  10. Bank loan information and information asymmetry in the stock market: evidence from China. (2022). Yang, Xiaoguang ; Wang, Yun ; Ye, Yanyi.
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  12. Financial transaction taxes and the informational efficiency of financial markets: a structural estimation. (2022). Guarino, Antonio ; Cipriani, Marco ; Uthemann, Andreas.
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  21. What factors are associated with stock price jumps in high frequency?. (2021). Tsai, Shih-Chuan ; Ahn, Yongkil.
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  22. Private information in trades, R2, and large stock price movements. (2021). Yildiz, Serhat ; van Ness, Robert.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:131:y:2021:i:c:s0378426621001539.

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  23. Estimating the probability of informed trading: A Bayesian approach. (2021). Oduro, Samuel D ; Oberoi, Jaideep ; Griffin, Jim.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000030.

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  24. City goes dark: Dark trading and adverse selection in aggregate markets. (2021). Sun, Yuxin ; Diaz-Rainey, Ivan ; Aquilina, Matteo ; Ibikunle, Gbenga.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:64:y:2021:i:c:p:1-22.

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  25. Flying under the radar: The real effects of anonymous trading. (2021). el Ghoul, Sadok ; Attig, Najah .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921002145.

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  26. Media attention and firm value: International evidence. (2021). Dang, Tung ; Nguyen, Manh T.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:21:y:2021:i:3:p:865-894.

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  27. The probability of informed trading and mergers and acquisitions. (2021). To, Thomas ; Shan, Yaowen ; Lu, Meiting ; Bugeja, Martin.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:61:y:2021:i:1:p:169-203.

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  28. What do we know about individual equity options?. (2020). Verousis, Thanos ; Bernales, Alejandro ; Zhang, Mengyu ; Voukelatos, Nikolaos.
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  29. Why does public news augment information asymmetries?. (2020). Crego, Julio A.
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    RePEc:eee:jfinec:v:137:y:2020:i:1:p:72-89.

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  30. A comparison of some structural models of private information arrival. (2020). Young, Lance ; Hu, Edwin ; Duarte, Jefferson.
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    RePEc:eee:jfinec:v:135:y:2020:i:3:p:795-815.

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  31. Does financial statement comparability mitigate delayed trading volume before earnings announcements?. (2020). Kim, Junwoo.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:107:y:2020:i:c:p:62-75.

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    RePEc:eee:glofin:v:45:y:2020:i:c:s1044028318302679.

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  33. Governance through trading on acquisitions of public firms. (2020). Ma, Xiaorong ; Lin, Tse-Chun ; Chang, Eric C.
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    RePEc:eee:corfin:v:65:y:2020:i:c:s092911992030208x.

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  34. Nonlinear and time-varying risk premia. (2020). Cai, Zongwu ; Mi, Xianhua ; Ma, Chaoqun.
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    RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x2030064x.

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  35. Limited investor attention, relative fundamental strength, and the cross-section of stock returns. (2020). Chen, Min ; Yung, Kenneth ; Sun, Licheng ; Zhu, Zhaobo.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:52:y:2020:i:4:s0890838919300848.

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  36. Reusing Natural Experiments. (2020). Ringgenberg, Matthew ; Heath, Davidson ; Werner, Ingrid M ; Samadi, Mehrdad.
    In: CEPR Discussion Papers.
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  37. Information and Noise in Stock Markets: Evidence on the Determinants and Effects Using New Empirical Measures. (2019). .
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    RePEc:spr:joecth:v:67:y:2019:i:4:d:10.1007_s00199-018-1102-3.

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  39. Capital Structure Adjustments and Asymmetric Information. (2019). Ripamonti, Alexandre .
    In: MPRA Paper.
    RePEc:pra:mprapa:96936.

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  40. Risk Aversion and Information Aggregation in Asset Markets. (2019). Mantovani, Marco ; Filippin, Antonio ; Marco, Mantovani ; Antonio, Filippin.
    In: Working Papers.
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  41. Security price formation and informed trading with constrained short selling. (2019). Henry, Tyler R.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:53:y:2019:i:1:d:10.1007_s11156-018-0745-2.

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  42. Financial transaction taxes and the informational efficiency of financial markets: a structural estimation. (2019). Guarino, Antonio ; Uthemann, Andreas ; Cipriani, Marco.
    In: CeMMAP working papers.
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  43. Financial transaction taxes and the informational efficiency of financial markets: a structural estimation. (2019). Uthemann, Andreas ; Guarino, Antonio ; Cipriani, Marco.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:118905.

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  44. Option-Implied variance asymmetry and the cross-section of stock returns. (2019). Li, Junye ; Huang, Tao.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:101:y:2019:i:c:p:21-36.

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  45. Top executives on social media and information in the capital market: Evidence from China. (2019). Johansson, Anders ; Feng, Xunan.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:58:y:2019:i:c:p:824-857.

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  46. Informational environments and the relative information content of analyst recommendations and insider trades. (2019). Wang, Sean.
    In: Accounting, Organizations and Society.
    RePEc:eee:aosoci:v:72:y:2019:i:c:p:61-73.

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  49. Are financial ratios relevant for trading credit risk? Evidence from the CDS market. (2018). Chalamandaris, George ; Vlachogiannakis, Nikos E.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-016-2373-3.

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  50. Asymmetric Information, Predictability and Momentum in the Corporate Bond Market. (2018). Galvani, Valentina ; Li, Lifang.
    In: Working Papers.
    RePEc:ris:albaec:2018_017.

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  51. Asset Pricing and Asymmetric Information. (2018). Neto, Eurico Moreira ; Silva, Diego ; Ripamonti, Alexandre .
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    RePEc:pra:mprapa:87403.

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  52. A Simple Multimarket Measure of Information Asymmetry. (2018). So, Eric C ; Johnson, Travis L.
    In: Management Science.
    RePEc:inm:ormnsc:v:64:y:2018:i:3:p:1055-1080.

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  53. Idiosyncratic information and the cost of equity capital: A meta-analytic review of the literature. (2018). Schreder, Max.
    In: Journal of Accounting Literature.
    RePEc:eee:joacli:v:41:y:2018:i:c:p:142-172.

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  54. What options to trade and when: Evidence from seasoned equity offerings. (2018). Kim, Dong Han ; Seo, Sung Won.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:37:y:2018:i:c:p:70-96.

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  55. Trading places: Price leadership and the competition for order flow. (2018). Ibikunle, Gbenga.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:49:y:2018:i:c:p:178-200.

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  56. Asymmetric information and the distribution of trading volume. (2018). Lof, Matthijs ; van Bommel, Jos.
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  58. Does IFRS Mandatory Adoption Affect Information Asymmetry in the Stock Market?. (2018). Abad, David ; Yage, Jos ; Sncheza, Juan Pedro ; Cutillasa, Fuensanta M.
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  63. Relationship of corporate social responsibility disclosure on information asymmetry and the cost of capital. (2017). Gruning, Michael ; Michaels, Anne.
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    RePEc:spr:jmgtco:v:28:y:2017:i:3:d:10.1007_s00187-017-0251-z.

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  64. Corporate derivatives use policy and information environment. (2017). Park, Jungchul ; Pantzalis, Christos ; Lin, Barry J.
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    RePEc:kap:rqfnac:v:49:y:2017:i:1:d:10.1007_s11156-016-0586-9.

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  65. Bid-Ask Spread, Quoted Depths, and Unexpected Duration Between Trades. (2017). Ma, Tongshu ; Ruan, Jun.
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  66. The effects of oil price shocks on U.S. stock order flow imbalances and stock returns. (2017). Tsouknidis, Dimitris ; Savva, Christos ; Lambertides, Neophytos.
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  67. Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks. (2017). Shen, Dehua ; Li, Xiao ; Zhang, Wei.
    In: Finance Research Letters.
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  68. Earnings comparability and informed trading. (2017). Lim, Steve C ; Kim, Sangwan .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:20:y:2017:i:c:p:130-136.

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  69. Informed trading and the price impact of block trades: A high frequency trading analysis. (2017). Ibikunle, Gbenga ; Sun, Yuxin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:54:y:2017:i:c:p:114-129.

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  70. The success of option listings. (2017). Bernales, Alejandro.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:40:y:2017:i:c:p:139-161.

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  71. Informativeness of trade size in foreign exchange markets. (2017). Gradojevic, Nikola ; Erdemlioglu, Deniz ; Genay, Ramazan.
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    RePEc:eee:ecolet:v:150:y:2017:i:c:p:27-33.

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  72. An Empirical Analysis of Market Segmentation on U.S. Equity Markets. (2017). Hatheway, Frank ; Zheng, Hui ; Kwan, Amy.
    In: Journal of Financial and Quantitative Analysis.
    RePEc:cup:jfinqa:v:52:y:2017:i:06:p:2399-2427_00.

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  73. Audit opinions and information asymmetry in the stock market. (2017). Abad, David ; Yague, Jose ; Sanchez-Ballesta, Juan P.
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    RePEc:bla:acctfi:v:57:y:2017:i:2:p:565-595.

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  75. Invisible hand discipline from informed trading: Does market discipline from trading affect bank capital structure?. (2016). mamatzakis, emmanuel ; Wang, Chaoke ; Zhang, Xiaoxiang.
    In: MPRA Paper.
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  76. PERFORMANCE OF AMERICAN AND RUSSIAN JOINT STOCK COMPANIES ON FINANCIAL MARKET. A MICROSTRUCTURE PERSPECTIVE. (2016). Shachmurove, Yochanan ; Osinska, Magdalena ; Dobrzynski, Andrzej .
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  77. When noise trading fades, volatility rises. (2016). Li, Jinliang.
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  78. Estimating Probability of Informed Trading on the Bucharest Stock Exchange. (2016). Cepoi, Cosmin Octavian ; Toma, Filip Mihai .
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  79. Trade duration, informed trading, and option moneyness. (2016). Park, Seongkyu (Gilbert) ; Chung, Keeh ; Ryu, Doojin.
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  80. Pinning down an effective measure for probability of informed trading. (2016). Wee, Marvin ; Petchey, James ; Yang, Joey .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:40:y:2016:i:pb:p:456-475.

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  81. On high frequency dynamics between information asymmetry and volatility for securities. (2016). Simos, Theodore ; Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Paparizos, Panagiotis.
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  82. Director networks and informed traders. (2016). Akbas, Ferhat ; Wintoki, Babajide M ; Meschke, Felix .
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    RePEc:eee:jaecon:v:62:y:2016:i:1:p:1-23.

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  83. An unbiased computation methodology for estimating the probability of informed trading (PIN). (2016). Alici, Asli ; Ersan, Oguz.
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  84. Asymmetric information, volatility components and the volume–volatility relationship for the CAC40 stocks. (2016). Slim, Skander ; Dahmene, Meriam .
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  85. The Boats That Did Not Sail: Asset Price Volatility in a Natural Experiment. (2016). Koudijs, Peter.
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  86. Financial Transaction Taxes anf the Informational Efficiency of Financial Markets: A Structural Estimation. (2015). Guarino, Antonio ; Cipriani, Marco ; Uthemann, Andreas .
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  87. Litigation risk, information asymmetry and conditional conservatism. (2015). Elayan, Fayez ; Liu, Zhefeng.
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  88. Informed trade and idiosyncratic return variation. (2015). Kang, Moonsoo ; Nam, Kiseok.
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  89. Asset Pricing and Probability of Information-based Trading: Application to the Tunisian Stock Market. (2015). Bouri, Abdelfatteh ; BOUCHADDEKH, Tarek ; Nouaili, Makram .
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  90. Can Internet-Based Disclosure Reduce Information Asymmetry?. (2015). Li, LI ; Gajewski, Jean-Franois.
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  91. Information-Based Trade in German Real Estate and Equity Markets. (2015). Wlfle, Marco .
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  92. Does PIN measure information? Informed trading effects on returns and liquidity in six emerging markets. (2015). Agudelo, Diego ; Villarraga, Edwin ; Giraldo, Santiago .
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  93. Price dynamics and market liquidity: An intraday event study on Euronext. (2015). Mazza, Paolo.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:56:y:2015:i:c:p:139-153.

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  94. Signal or noise? Uncertainty and learning about whether other traders are informed. (2015). Banerjee, Snehal ; Green, Brett.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:117:y:2015:i:2:p:398-423.

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  95. The effect of security and market order flow shocks on co-movement. (2015). Savva, Christos ; Chelley-Steeley, Patricia ; Lambertides, Neophytos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:39:y:2015:i:c:p:136-155.

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  96. Informed trading in parallel bond markets. (2015). Paiardini, Paola.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:26:y:2015:i:c:p:103-121.

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  97. Global information distribution in the gold OTC markets. (2015). Wang, Jianxin ; Lee, Adrian.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:206-217.

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  98. Information ratings and capital structure. (2015). Pan, Lee Hsien ; Lin, Chien-Ting ; Lee, Shih-Cheng ; Ho, Kung-Cheng.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:31:y:2015:i:c:p:17-32.

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  99. Can Internet-based disclosure reduce information asymmetry?. (2015). Gajewski, Jean-Franois ; Li, LI.
    In: Advances in accounting.
    RePEc:eee:advacc:v:31:y:2015:i:1:p:115-124.

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  100. Analysts Cash Flow Forecasts, Audit Effort, and Audit Opinions on Internal Control. (2015). Mao, Mike Qinghao ; Xinyu, Yang .
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:42:y:2015:i:5-6:p:635-664.

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  101. The implied intra-day probability of informed trading. (2014). Kumar, Raman ; Popescu, Marius.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:42:y:2014:i:2:p:357-371.

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  102. Informativeness of the Trade Size in an Electronic Foreign Exchange Market. (2014). Gradojevic, Nikola.
    In: Working Papers.
    RePEc:ies:wpaper:f201402.

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  103. Information Risk, Market Stress and Institutional Herding in Financial Markets: New Evidence Through the Lens of a Simulated Model. (2014). Nautz, Dieter ; Boortz, Christopher ; Kremer, Stephanie ; Jurkatis, Simon .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2014-029.

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  104. Does auditor choice matter to foreign investors? Evidence from foreign mutual funds worldwide. (2014). Zhang, Bohui ; Zaiats, Nataliya ; Chou, Julia .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:46:y:2014:i:c:p:1-20.

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  105. Quality of PIN estimates and the PIN-return relationship. (2014). Zhang, Shaojun ; Yan, Yuxing .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:43:y:2014:i:c:p:137-149.

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  106. Are trading imbalances indicative of private information?. (2014). Stoll, Hans R. ; Kim, Sukwon Thomas .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:20:y:2014:i:c:p:151-174.

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  107. A dynamic intraday measure of the probability of informed trading and firm-specific return variation. (2014). Chang, Sanders ; Wang, Albert F..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:29:y:2014:i:c:p:80-94.

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  108. Information Efficiency and Firm-Specific Return Variation. (2014). Kelly, Patrick.
    In: Working Papers.
    RePEc:cfr:cefirw:w0208.

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  109. Estimating a Structural Model of Herd Behavior in Financial Markets. (2014). Guarino, Antonio ; Cipriani, Marco.
    In: American Economic Review.
    RePEc:aea:aecrev:v:104:y:2014:i:1:p:224-51.

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  110. Information Efficiency and Firm-Specific Return Variation. (2014). Kelly, Patrick.
    In: Working Papers.
    RePEc:abo:neswpt:w0208.

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  111. Domestic versus foreign equity shares: Which are more costly to trade in the Chinese market?. (2013). Wang, Junbo ; Wu, Chunchi ; He, Yan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:27:y:2013:i:c:p:465-481.

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  112. The price impact of options and futures volume in after-hours stock market trading. (2013). Hsieh, Pei-Fang ; Chang, Chuang-Chang ; Lai, Hung-Neng .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:21:y:2013:i:1:p:984-1007.

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  113. Large foreign ownership and stock price informativeness around the world. (2013). Zhang, Bohui ; Shen, Jianfeng ; Li, Donghui.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:36:y:2013:i:c:p:211-230.

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  114. How smooth is price discovery? Evidence from cross-listed stock trading. (2013). Hong, Yongmiao ; Chen, Haiqiang ; Choi, Paul Moon Sub, .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:668-699.

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  115. Market Liquidity—Theory and Empirical Evidence *. (2013). Vayanos, Dimitri ; Wang, Jiang.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-b-1289-1361.

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  116. Private information and its origins in an electronic foreign exchange market. (2013). Gradojevic, Nikola ; Genay, Ramazan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:86-93.

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  117. On the dark side of the market: Identifying and analyzing hidden order placements. (2012). Hautsch, Nikolaus ; Huang, Ruihong.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201204.

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  118. Measuring firm-specific informational efficiency without conditioning on a public announcement. (2012). Krishnan, Murugappa ; Cong, YU.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:22:y:2012:i:21:p:1799-1809.

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  119. Analysis on Runs of Daily Returns in Istanbul Stock Exchange. (2012). Sensoy, Ahmet ; Åžensoy, Ahmet.
    In: MPRA Paper.
    RePEc:pra:mprapa:42645.

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  120. Market Liquidity -- Theory and Empirical Evidence. (2012). Vayanos, Dimitri ; Wang, Jiang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18251.

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  121. Rumors and pre-announcement trading: why sell target stocks before acquisition announcements?. (2012). Gao, Yuan ; Oler, Derek .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:39:y:2012:i:4:p:485-508.

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  122. On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements. (2012). Huang, Ruihong ; Hautsch, Nikolaus.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2012-014.

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  123. Market Liquidity - Theory and Empirical Evidence. (2012). Vayanos, Dimitri ; Wang, Jiang.
    In: FMG Discussion Papers.
    RePEc:fmg:fmgdps:dp709.

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  124. Estimating a structural model of herd behavior in financial markets. (2012). Guarino, Antonio ; Cipriani, Marco.
    In: Staff Reports.
    RePEc:fip:fednsr:561.

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  125. Momentum and asymmetric information. (2012). Liang, Tian .
    In: China Finance Review International.
    RePEc:eme:cfripp:v:2:y:2012:i:3:p:208-230.

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  126. Does eliminating the Form 20-F reconciliation from IFRS to U.S. GAAP have capital market consequences?. (2012). Li, Haidan ; Kim, Yongtae.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:53:y:2012:i:1:p:249-270.

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  127. What does PIN identify? Evidence from the T-bill market. (2012). Winters, Drew B. ; Akay, Ozgur ; Griffiths, Mark D. ; Cyree, Ken B..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:15:y:2012:i:1:p:29-46.

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  128. On the volatility–volume relationship in energy futures markets using intraday data. (2012). Sévi, Benoît ; Chevallier, Julien.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:6:p:1896-1909.

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  129. Speed of convergence to market efficiency: The role of ECNs. (2012). Chung, Dennis Y. ; Hrazdil, Karel.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:5:p:702-720.

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  130. Does information vault Niagara Falls? Cross-listed trading in New York and Toronto. (2012). Chen, Haiqiang ; Choi, Paul Moon Sub, .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:2:p:175-199.

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  131. Informed trading before rights issues. (2012). Koenig-Matsoukis, Laure .
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/9015.

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  132. On the volatility-volume relationship in energy futures markets using intraday data. (2012). Sevi, Benoit ; Chevallier, Julien.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/6887.

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  133. Does it take volume to move fx rates? Evidence from quantile regressions. (2012). Bień-Barkowska, Katarzyna ; Bien-Barkowska, Katarzyna .
    In: Dynamic Econometric Models.
    RePEc:cpn:umkdem:v:12:y:2012:p:35-52.

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  134. Asimetría en la información y su efecto en los rendimientos en los mercados accionarios latinoamericanos. (2012). Agudelo, Diego ; Diego Alonso Agudelo Rueda, ; Giraldo, Santiago ; Villarraga, Edwin .
    In: DOCUMENTOS DE TRABAJO CIEF.
    RePEc:col:000122:010669.

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  135. On the volatility-volume relationship in energy futures markets using intraday data. (2011). Sevi, Benoit ; Chevallier, Julien.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04140997.

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  136. How does ownership concentration exacerbate information asymmetry among equity investors?. (2011). Byun, Hae-Young ; Lee, Woo-Jong ; Hwang, Lee-Seok .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:19:y:2011:i:5:p:511-534.

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  137. Price discovery in currency markets. (2011). Menkhoff, Lukas ; Mende, Alexander ; Osler, Carol L..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:8:p:1696-1718.

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  138. Local market makers, liquidity and market quality. (2011). Kedia, Simi ; Zhou, Xing.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:14:y:2011:i:4:p:540-567.

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  139. What drives the volume-volatility relationship on Euronext Paris?. (2011). Louhichi, Wael.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:20:y:2011:i:4:p:200-206.

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  140. The characteristics of informed trading: Implications for asset pricing. (2011). Easley, David ; Hvidkjaer, Soeren ; O'Hara, Maureen ; Aslan, Hadiye .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:5:p:782-801.

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  141. Information asymmetry in warrants and their underlying stocks on the stock exchange of Thailand. (2011). Visaltanachoti, Nuttawat ; Ding, David ; Charoenwong, Charlie .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:3:p:474-487.

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  142. Do bond rating changes affect the information asymmetry of stock trading?. (2011). Wang, Junbo ; He, Yan ; Wei, K. C. John, .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:1:p:103-116.

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  143. A View on Global Imbalances and their Contribution to the Financial Crisis. (2011). Dettmann, Georg.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:1102.

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  144. Probability of Informed Trading and Volatility for an ETF. (2011). Paiardini, Paola ; Karyampas, Dimitrios .
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:1101.

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  145. Liquidity clienteles : transaction costs and investment decisions of individual investors. (2010). Anginer, Deniz.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:5318.

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  146. Run lengths and liquidity. (2010). Hanouna, Paul ; Das, Sanjiv.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:176:y:2010:i:1:p:127-152:10.1007/s10479-008-0508-x.

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  147. Does the Open Limit Order Book Matter in Explaining Informational Volatility?. (2010). Veredas, David ; PASCUAL, ROBERTO.
    In: Journal of Financial Econometrics.
    RePEc:oup:jfinec:v:8:y:2010:i:1:p:57-87.

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  148. Event study with imperfect competition and private information: earnings announcements revisited. (2010). Cong, YU ; Hoitash, Rani ; Krishnan, Murugappa.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:34:y:2010:i:3:p:383-411.

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  149. With or without you: market quality of floor trading when screen trading closes early. (2010). Schiereck, Dirk ; Voigt, Christian.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:34:y:2010:i:2:p:179-197.

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  150. Dancing in the dark: post-trade anonymity, liquidity and informed trading. (2010). Schiereck, Dirk ; Hachmeister, Alexandra .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:34:y:2010:i:2:p:145-177.

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  151. The Validity of Models on the Information Content of Trades. (2010). Franck, Egon ; Brandes, Leif ; Verbeek, Erwin .
    In: Working Papers.
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  152. Estimating a Structural Model of Herd Behavior in Financial Markets. (2010). Guarino, Antonio ; Cipriani, Marco.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2010/288.

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  153. Market-making costs in Treasury bills: A benchmark for the cost of liquidity. (2010). Winters, Drew B. ; Griffiths, Mark D. ; Lindley, James T..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:9:p:2146-2157.

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  154. Domestic liquidity and cross-listing in the United States. (2010). Berkman, Henk ; Nguyen, Nhut H..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:6:p:1139-1151.

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  155. Probability of information-based trading and the January effect. (2010). Kang, Moonsoo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:12:p:2985-2994.

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  156. Trading activity, realized volatility and jumps. (2010). PETITJEAN, Mikael ; Laurent, Sébastien ; Giot, Pierre.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:1:p:168-175.

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  157. Participation strategy of the NYSE specialists to the posted quotes. (2010). Köksal, Bülent ; Koksal, Bulent .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:21:y:2010:i:3:p:314-331.

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  158. CEO decision horizon and firm performance: An empirical investigation. (2010). Pantzalis, Christos ; Antia, Murad ; Park, Jung Chul.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:16:y:2010:i:3:p:288-301.

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  159. Price Discovery in Currency Markets. (2010). Osler, Carol ; Menkhoff, Lukas ; Mende, Alexander .
    In: Working Papers.
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  160. POINT SHAVING IN COLLEGE BASKETBALL: A CAUTIONARY TALE FOR FORENSIC ECONOMICS. (2010). Bernhardt, Dan ; Heston, Steven .
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:48:y:2010:i:1:p:14-25.

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  161. Informed trading, information asymmetry and pricing of information risk: Empirical evidence from the NYSE. (2009). Bartram, Söhnke ; Bardong, Florian ; Yadav, Pradeep .
    In: CFR Working Papers.
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  162. Informed Trading in Parallel Bond Markets. (2009). Paiardini, Paola.
    In: Economics & Statistics Discussion Papers.
    RePEc:mol:ecsdps:esdp09053.

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  163. Information-based trade in Russia and the effects of listing abroad. (2009). .
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:42:y:2009:i:4:p:229-262.

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  164. Why is PIN priced?. (2009). Duarte, Jefferson ; Young, Lance .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:91:y:2009:i:2:p:119-138.

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  165. A closer look at co-movements among stock returns. (2009). Zebedee, Allan A. ; Kasch-Haroutounian, Maria .
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:61:y::i:4:p:279-294.

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  166. Dealer attention, the speed of quote adjustment to information, and net dealer revenue. (2009). Johnson, Shane ; Boulatov, Alexei ; Lei, Adam Y. C., ; Hatch, Brian C..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:8:p:1531-1542.

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  167. The effect of earnings surprises on information asymmetry. (2009). Lo, Kin ; Brown, Stephen ; Hillegeist, Stephen A..
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:47:y:2009:i:3:p:208-225.

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  168. Informed trading and liquidity in the Shanghai Stock Exchange. (2009). Wong, Woon ; Tan, Dijun ; Tian, Yixiang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:18:y:2009:i:1-2:p:66-73.

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  169. Testing Asymmetric-Information Asset Pricing Models. (2009). Ljungqvist, Alexander ; Kelly, Bryan.
    In: CEPR Discussion Papers.
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  170. Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals. (2008). Guarino, Antonio ; Cipriani, Marco.
    In: WEF Working Papers.
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  171. Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE. (2008). Bartram, Söhnke ; Bardong, Florian ; Yadav, Pradeep K..
    In: MPRA Paper.
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  172. Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds. (2008). Jagannathan, Ravi ; Gao, Pengjie ; Da, Zhi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14609.

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  173. Arbitrage-free Limit Order Books and the Pricing of Order Flow Risk. (2008). Lehmann, Bruce .
    In: NBER Working Papers.
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  174. Bid ask spread in a competitive market with institutions and order size. (2008). Dey, Malay ; Kazemi, Hossein.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:30:y:2008:i:4:p:433-453.

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  175. Investor protection, adverse selection, and the probability of informed trading. (2008). Brockman, Paul ; Chung, Dennis.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:30:y:2008:i:2:p:111-131.

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  176. Board Structure and Price Informativeness. (2008). Raposo, Clara ; Ferreira, Miguel.
    In: CEI Working Paper Series.
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  177. Information asymmetry, information dissemination and the effect of regulation FD on the cost of capital. (2008). Harford, Jarrad ; Han, XI ; Young, Lance ; Duarte, Jefferson.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:87:y:2008:i:1:p:24-44.

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  178. The Samuelson hypothesis in futures markets: An analysis using intraday data. (2008). Duong, Huu Nhan ; Kalev, Petko S..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:4:p:489-500.

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  179. Noise trading and the price formation process. (2008). Berkman, Henk ; Koch, Paul D..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:2:p:232-250.

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  180. Volatility clustering and the bid-ask spread: Exchange rate behavior in early Renaissance Florence. (2008). Gurun, Umit ; Booth, Geoffrey G..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:1:p:131-144.

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  181. Earnings Volatility, Cash Flow Volatility, and Informed Trading. (2008). Jayaraman, Sudarshan.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:46:y:2008:i:4:p:809-851.

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  182. The Frequency of Financial Analysts Forecast Revisions: Theory and Evidence about Determinants of Demand for Predisclosure Information. (2008). Holden, Craig W. ; Stuerke, Pamela S..
    In: Journal of Business Finance & Accounting.
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  183. Elements of Effective Insider Trading Laws. (2007). Gilbert, Aaron ; Frijns, Bart ; Tourani, Alireza-Rad .
    In: Working Paper Series.
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  184. Elements of Effective Insider Trading Laws. (2007). Tourani, Alireza-Rad ; Frijns, Bart ; Gilbert, Aaron.
    In: Working Paper Series.
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  185. When Does a Mutual Funds Trade Reveal its Skill?. (2007). Jagannathan, Ravi ; Gao, Pengjie ; Da, Zhi.
    In: NBER Working Papers.
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  186. Trading volume and the number of trades. (2007). Izzeldin, Marwan.
    In: Working Papers.
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  187. Trading volume and the number of trades: a comparative study using high frequency data. (2007). Izzeldin, Marwan.
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