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Insider Trades and Demand by Institutional and Individual Investors

https://doi.org/10.1093/rfs/hhp114
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Execution Costs of Institutional Equity Orders
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Insiders' profits, costs of trading, and market efficiency
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Anatomy of the trading process empirical evidence on the behavior of institutional traders
inferredcites →https://doi.org/10.1016/j.finmar.2009.03.003openalex-snapshot
Systematic noise
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Who trades with whom? Individuals, institutions, and returns
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Institutional trading and stock returns
inferredcites →https://doi.org/10.1016/j.jacceco.2004.01.003openalex-snapshot
Do insider trades reflect both contrarian beliefs and superior knowledge about future cash flow realizations?
inferredcites →https://doi.org/10.1016/j.jacceco.2005.01.002openalex-snapshot
The economic implications of corporate financial reporting
inferredcites →https://doi.org/10.1016/j.jfineco.2003.05.001openalex-snapshot
Smart investments by smart money: Evidence from seasoned equity offerings
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Caught on tape: Institutional trading, stock returns, and earnings announcements
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What insiders know about future earnings and how they use it: Evidence from insider trades
inferredcites →https://doi.org/10.1016/s0304-405x(01)00063-0openalex-snapshot
Stealth-trading: Which traders' trades move stock prices?
inferredcites →https://doi.org/10.1016/s0304-405x(02)00227-1openalex-snapshot
Synchronization risk and delayed arbitrage
inferredcites →https://doi.org/10.1016/s0304-405x(02)00229-5openalex-snapshot
Who underreacts to cash-flow news? evidence from trading between individuals and institutions
inferredcites →https://doi.org/10.1016/s0304-405x(02)00247-7openalex-snapshot
Voting with their feet: institutional ownership changes around forced CEO turnover
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Style Investing and Institutional Investors
inferredcites →https://doi.org/10.1017/s0022109009990032openalex-snapshot
Institutional versus Individual Investment in IPOs: The Importance of Firm Fundamentals
inferredcites →https://doi.org/10.1046/j.1540-6261.2003.00606.xopenalex-snapshot
The Dynamics of Institutional and Individual Trading
inferredcites →https://doi.org/10.1086/296418openalex-snapshot
Market Efficiency and Insider Trading: New Evidence
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Institutional Investor Preferences and Price Pressure: The Case of Corporate Spin‐Offs*
inferredcites →https://doi.org/10.1086/508002openalex-snapshot
Changes in Institutional Ownership and Stock Returns: Assessment and Methodology*
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Institutional Investors and Equity Returns: Are Short-term Institutions Better Informed?
inferredcites →https://doi.org/10.1093/rfs/14.1.79openalex-snapshot
Are Insider Trades Informative?
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Analyst Forecasts and Herding Behavior:
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Closed-end Country Funds and U.S. Market Sentiment
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Greener Pastures and the Impact of Dynamic Institutional Preferences
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Tipping
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All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
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Do Retail Trades Move Markets?
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Small Trades and the Cross-Section of Stock Returns
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Equity Portfolio Diversification
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Are Investors Reluctant to Realize Their Losses?
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Mutual Fund Herding and the Impact on Stock Prices
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Herding and Feedback Trading by Institutional and Individual Investors
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Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
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Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses
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Institutional Trading and Soft Dollars
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Overreaction and Insider Trading: Evidence from Growth and Value Portfolios
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Noise Trading, Costly Arbitrage, and Asset Prices: Evidence from Closed‐end Funds
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Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options
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What Can “Nine‐Eleven” Tell Us about Closed‐end Fund Discounts and Investor Sentiment?
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Which Institutional Investors Trade Based on Private Information About Earnings and Returns?
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MARKET STRUCTURE AND REPORTED TRADING VOLUME: NASDAQ VERSUS THE NYSE
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Positive Feedback Investment Strategies and Destabilizing Rational Speculation
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00690.xopenalex-snapshot
Hedge Funds and the Technology Bubble
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00783.xopenalex-snapshot
Market Timing and Managerial Portfolio Decisions
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00885.xopenalex-snapshot
Investor Sentiment and the Cross‐Section of Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.01015.xopenalex-snapshot
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.01063.xopenalex-snapshot
Retail Investor Sentiment and Return Comovements
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01316.xopenalex-snapshot
Individual Investor Trading and Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01483.xopenalex-snapshot
Who Gambles in the Stock Market?
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01644.xopenalex-snapshot
Institutional Trade Persistence and Long-term Equity Returns
inferredcites →https://doi.org/10.1111/j.1540-6288.2007.00159.xopenalex-snapshot
Reconcilable Differences: Momentum Trading by Institutions
inferredcites →https://doi.org/10.1162/003355301556392openalex-snapshot
Institutional Investors and Equity Prices
inferredcites →https://doi.org/10.2139/ssrn.585884openalex-snapshot
Institutional Investors and the Comovement of Equity Prices
inferredcites →https://doi.org/10.2139/ssrn.591743openalex-snapshot
Institutional Investors and Accounting Restatements
inferredcites →https://doi.org/10.2139/ssrn.689921openalex-snapshot
Monitoring by Institutional Investors: Evidence from Ownership Changes and Trading Behavior Around Restatements
inferredcites →https://doi.org/10.2307/2328662openalex-snapshot
Positive Feedback Investment Strategies and Destabilizing Rational Speculation
inferredcites →https://doi.org/10.2307/2328690openalex-snapshot
Investor Sentiment and the Closed-End Fund Puzzle
inferredcites →https://doi.org/10.2307/2331130openalex-snapshot
Do Measures of Investor Sentiment Predict Returns?
inferredcites →https://doi.org/10.2307/2534436openalex-snapshot
Stock Prices and Social Dynamics
inferredcites →https://doi.org/10.2307/2676208openalex-snapshot
The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers
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When Security Analysts Talk, Who Listens?
inferredcites →https://doi.org/10.3386/w6723openalex-snapshot
Institutional Investors and Equity Prices
inferredcites →https://doi.org/10.3905/jpm.2003.319885openalex-snapshot
Does Smart Money Move Markets?

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Insider Trading and Option Grant Timing in Response to Fire Sales (and Purchases) of Stocks by Mutual Funds
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Hedge Fund Crowds and Mispricing
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The Sound of Silence: What Do We Know When Insiders Do Not Trade?
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Momentum and Insider Trading
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Do Institutional Investors Have Private Information About CEO Turnovers?
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The Information Content of Insider Trades around Government Intervention during the Financial Crisis
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Directors' Purchases 'Talk' and Share Repurchases 'Whisper'?
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Stock-Picking by Mutual Funds: Evidence from Trading in Family-Controlled Firms
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Do Insiders Exploit Anomalies?
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Innovation and Insider Trading
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Does Perceived Information in Short Sales Cause Institutional Herding?
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Noise Demand, Limits of Arbitrage, and Stock Price Bubbles: Evidence from Mergers and Acquisitions
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The Decline in Performance of Institutional Investors
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Disclosure of Mutual Fund Holdings and Insider Trading Profitability
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Continuous-Time Volatility Regression in Large Panels
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Detecting Insider Information in Retail Trading
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Taking Sides on Return Predictability
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Can Retail Investors Learn from Insiders?
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Hedge Funds are on the Ball When Insiders Trade
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Operational Losses and Insider Trading: Evidence from U.S. Financial Institutions
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The Insider Trading Anomaly
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Do managers learn about their firm’s ownership changes before public disclosure?
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How do insider trading incentives shape nonfinancial disclosures? Evidence from product and business expansion disclosures
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Information-processing gap and insider trading profitability: Evidence from the XBRL mandate
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Strategic trading by insiders in the presence of institutional investors
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Political connection, government policy, and investor trading: Evidence from an emerging market
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Hedge funds, short sales, and the 52-week high
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Share repurchases and institutional supply
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Mimicking insider trades
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Does common ownership constrain managerial rent extraction? Evidence from insider trading profitability
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Perceived information, short interest, and institutional demand
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Competition of the informed: Does the presence of short sellers affect insider selling?
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Acquirer reference prices and acquisition performance
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IQ from IP: Simplifying search in portfolio choice
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Facilitator or threat? The role of liquidity in insider information exploitation
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Insider, outsider and information heterogeneity
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Heterogeneous beliefs with herding behaviors and asset pricing in two goods world
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Who trades in competing firms around earnings announcements
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Betting on presidential elections: Should we buy stocks connected with the winning party?
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Share repurchases and wealth transfer among shareholders
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The Information Content of Sudden Insider Silence
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Insider trading
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Institutional Investors and Insider Trading Profitability
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What Is Common Among Return Anomalies? Evidence from Insider Trading
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Equilibrium Implications of Delegated Asset Management under Benchmarking
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Individual and institutional trading volume around firm-specific announcements
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Informed trading around biotech M&As
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Institutional Investor Ownership and Corporate Pension Transparency
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Insider Trading and Option Grant Timing in Response to Fire Sales (and Purchases) of Stocks by Mutual Funds
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Decoding Inside Information
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Does stardom affect the informativeness of a CEO's insider trades?
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Whose opinion matters when insiders disagree with short sellers?
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The Nexus of Corporate Disclosure and Investors’ Information Needs: An Analysis Using Topic Modeling
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INSIDER DEMAND AND INDUSTRY TRENDS
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Information Asymmetry, Mispricing, and Security Issuance
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Rational Information Leakage
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Hedge Fund Crowds and Mispricing
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Do Brokers of Insiders Tip Other Clients?
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Institutional Trading and Hedge Fund Activism
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The Sound of Silence: What Do We Know When Insiders Do Not Trade?
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Board Member Private Information and Insider Trading Around CEO Turnovers
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Management Earnings Forecasts during Price Pressure: Evidence from Mutual Fund Trades
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Hedge Funds, Short Sales, and the 52-Week High
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Hedge Funds, Short Sales, and the 52-Week High
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Institutional Investor Distraction and Opportunistic Insider Sales: Evidence from the Financial Sector
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Under the Zodiac Year Shadow: Superstition and Insider Trading
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Institutional Investor Distraction and Insider Trading
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Corporate Culture and Insider Trading Profitability
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Style Timing with Insiders
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Decoding Inside Information
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When Short Sellers and Corporate Insiders Agree on Stock Pricing
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Three essays on empirical corporate finance
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Essays on innovation and finance
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