The Behavior of Stock Prices Around Institutional Trades

The Journal of Finance

Volumn 50, Issue 4, 1995, Pages 1147-1174

  CHAN, LOUIS K C ^a   LAKONISHOK, JOSEF ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84993899497     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1995.tb04053.x     Document Type: Article

References (24)

1. The tricks of the trade
2. Biases in computed returns: An application to the size effect
3. Determinants of portfolio performance
4. Institutional trades and intra‐day stock price behavior
5. Positive feedback investment strategies and destabilizing rational speculation
6. Price, trade size, and information in securities markets
7. Efficient capital markets: II
8. An ordered probit analysis of transaction stock prices
9. The effect of large block transactions on security prices: A cross‐sectional analysis
10. Large‐block transactions, the speed of response, and temporary and permanent stock‐price effects
11. Price impacts of block trading on the New York Stock Exchange
12. Parallel trading by institutional investors
13. Continuous auctions and insider trading
14. Volume for winners and losers: Taxation and other motives for stock trading
15. Inferring trade direction from intraday data
16. Trading cost: The critical link between investment information and results
17. Herd behavior and investment