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Volumn 14, Issue 5, 2006, Pages 453-466

Which trades move prices in emerging markets?: Evidence from China's stock market

Author keywords

Emerging stock market; Price discovery; Stealth trading

Indexed keywords


EID: 33749661198     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.pacfin.2006.05.001     Document Type: Article
Times cited : (23)

References (9)
  • 1
    • 0002816156 scopus 로고
    • A theory of intraday patterns: volume and price variability
    • Admati A., and Pfleiderer P. A theory of intraday patterns: volume and price variability. Review of Financial Studies 1 (1988) 3-40
    • (1988) Review of Financial Studies , vol.1 , pp. 3-40
    • Admati, A.1    Pfleiderer, P.2
  • 2
    • 33748525872 scopus 로고    scopus 로고
    • Stock market manipulations
    • Aggarwal R.K., and Wu G. Stock market manipulations. Journal of Business 79 (2000) 1915-1953
    • (2000) Journal of Business , vol.79 , pp. 1915-1953
    • Aggarwal, R.K.1    Wu, G.2
  • 4
    • 2942712294 scopus 로고    scopus 로고
    • Stealth-trading in options market
    • Syracuse University
    • Anand A., and Chakravarty S. Stealth-trading in options market. Working Paper (2003), Syracuse University
    • (2003) Working Paper
    • Anand, A.1    Chakravarty, S.2
  • 5
    • 0000820008 scopus 로고
    • Stealth trading and volatility: which trades move prices?
    • Barclay M.J., and Warner J.B. Stealth trading and volatility: which trades move prices?. Journal of Financial Economics 34 (1993) 281-306
    • (1993) Journal of Financial Economics , vol.34 , pp. 281-306
    • Barclay, M.J.1    Warner, J.B.2
  • 6
    • 0013148286 scopus 로고    scopus 로고
    • Stealth-trading: which traders' trades move stock prices?
    • Chakravarty S. Stealth-trading: which traders' trades move stock prices?. Journal of Financial Economics 61 (2001) 289-307
    • (2001) Journal of Financial Economics , vol.61 , pp. 289-307
    • Chakravarty, S.1
  • 8
    • 0000859303 scopus 로고
    • Continuous auctions and insider trading
    • Kyle A.S. Continuous auctions and insider trading. Econometrica 53 (1985) 1315-1336
    • (1985) Econometrica , vol.53 , pp. 1315-1336
    • Kyle, A.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.