Caught on tape: Predicting institutional ownership with order flow

JY Campbell, T Vuolteenaho… - Available at SSRN …, 2004 - papers.ssrn.com
Many questions about institutional trading can only be answered if one can track institutional
equity ownership continuously. However, these data are only available on quarterly …

Impact of the Evolving US Equity Market Trends on Trading Model Inputs: Observations and Implications on Float and Volume Adjustments

R Wang, G Jetley, C Watson - Available at SSRN 4012360, 2021 - papers.ssrn.com
In securities fraud class action litigations, trading models are widely used to determine
aggregate damages for the purpose of negotiating settlements. To estimate damages …

Social Mood Impact on Financial Decision Making: A Study of Twitter Sentiment on Stock Index Volume

G Porras - 2019 - norma.ncirl.ie
Emotions and human behavior are an important subject for academics in the financial field
as emotion and mood haven proved by psychologist as a main factor in people behavior …

[图书][B] Alternative Trading Systems' impacts on depth and informed trading

TS Strother - 2003 - search.proquest.com
This study investigates the impact of Alternative Trading Systems (ATS) on depth and the
probability of informed trading (PIN). The probability of informed trading and VNET, a metric …

Stock repurchases in the Italian stock market. An empirical analysis

A De Cesari - 2007 - search.proquest.com
The main focus of this thesis is share repurchases carried out in the open market (open
market repurchases) by Italian companies. I investigate whether open market repurchases in …

YATIRIMCILARIN HİSSE SENEDİ ALIM-SATIM EĞİLİMLERİNDEKİ DEĞİŞİKLİKLER, HİSSE SENETLERİNİN BORSA ENDEKSLERİNE KABUL YA DA …

AO Gürbüz - Öneri Dergisi, 2004 - dergipark.org.tr
Yatırımcılar tarafından genelde tercih edilen finansal piyasalar, enformasyon, operasyon ve
tahsis odaklı etkinlik gereksinimlerini karşılayabilmelidir. Genel olarak ifade edilecek olursa; …