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Market quality of informed trades

https://doi.org/10.2139/ssrn.5317851
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0304-405x(85)90044-3openalex-snapshot
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
inferredcites →https://doi.org/10.1016/0304-405x(86)90065-6openalex-snapshot
Asset pricing and the bid-ask spread
inferredcites →https://doi.org/10.1016/0304-405x(88)90034-7openalex-snapshot
Estimating the components of the bid/ask spread
inferredcites →https://doi.org/10.1016/0304-405x(93)90029-bopenalex-snapshot
Stealth trading and volatility
inferredcites →https://doi.org/10.1016/0304-405x(95)00867-eopenalex-snapshot
Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE
inferredcites →https://doi.org/10.1016/j.jfineco.2005.12.009openalex-snapshot
Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆
inferredcites →https://doi.org/10.1016/j.jfineco.2019.09.008openalex-snapshot
The Term Structure of Liquidity Provision
inferredcites →https://doi.org/10.1016/j.jfineco.2020.06.004openalex-snapshot
Sophisticated investors and market efficiency: Evidence from a natural experiment
inferredcites →https://doi.org/10.1016/j.jfineco.2021.04.034openalex-snapshot
The impact of arbitrage on market liquidity
inferredcites →https://doi.org/10.1016/j.jfineco.2021.12.006openalex-snapshot
Price revelation from insider trading: Evidence from hacked earnings news
inferredcites →https://doi.org/10.1016/s0165-1765(99)00130-5openalex-snapshot
Estimating dynamic panel data models: a guide for macroeconomists
inferredcites →https://doi.org/10.1016/s0304-405x(00)00070-2openalex-snapshot
Financial markets and the allocation of capital
inferredcites →https://doi.org/10.1017/s0022109019000759openalex-snapshot
Liquidity and Information in Limit Order Markets
inferredcites →https://doi.org/10.1086/503651openalex-snapshot
So What Orders Do Informed Traders Use?*
inferredcites →https://doi.org/10.1086/727713openalex-snapshot
Belief Overreaction and Stock Market Puzzles
inferredcites →https://doi.org/10.1093/rfs/1.1.3openalex-snapshot
A Theory of Intraday Patterns: Volume and Price Variability
inferredcites →https://doi.org/10.1093/rfs/hhad074openalex-snapshot
The Market Inside the Market: Odd-Lot Quotes
inferredcites →https://doi.org/10.1093/rfs/hhr110openalex-snapshot
Performance of Institutional Trading Desks: An Analysis of Persistence in Trading Costs
inferredcites →https://doi.org/10.1093/rfs/hhw028openalex-snapshot
How Constraining Are Limits to Arbitrage?
inferredcites →https://doi.org/10.1093/rfs/hhz029openalex-snapshot
Chasing Private Information
inferredcites →https://doi.org/10.1093/rfs/hhz136openalex-snapshot
Institutional Trading around Corporate News: Evidence from Textual Analysis
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb02683.xopenalex-snapshot
Inferring Trade Direction from Intraday Data
inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb04053.xopenalex-snapshot
The Behavior of Stock Prices Around Institutional Trades
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01373.xopenalex-snapshot
Hedge Fund Activism, Corporate Governance, and Firm Performance
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01472.xopenalex-snapshot
Presidential Address: Sophisticated Investors and Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01528.xopenalex-snapshot
Do Hot Hands Exist among Hedge Fund Managers? An Empirical Evaluation
inferredcites →https://doi.org/10.1111/j.1755-053x.2009.01075.xopenalex-snapshot
Intraday Behavior of Stock Prices and Trades around Insider Trading
inferredcites →https://doi.org/10.1111/jofi.12012openalex-snapshot
Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide
inferredcites →https://doi.org/10.1111/jofi.12127openalex-snapshot
Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions
inferredcites →https://doi.org/10.1111/jofi.12260openalex-snapshot
Do Prices Reveal the Presence of Informed Trading?
inferredcites →https://doi.org/10.1111/jofi.12472openalex-snapshot
Ex‐Dividend Profitability and Institutional Trading Skill
inferredcites →https://doi.org/10.1111/jofi.12769openalex-snapshot
Price Discovery without Trading: Evidence from Limit Orders
inferredcites →https://doi.org/10.1111/jofi.12844openalex-snapshot
Trading Against the Random Expiration of Private Information: A Natural Experiment
inferredcites →https://doi.org/10.1111/jofi.13299openalex-snapshot
Legal Risk and Insider Trading
inferredcites →https://doi.org/10.1111/jofi.13320openalex-snapshot
Informed Trading Intensity
inferredcites →https://doi.org/10.1287/mnsc.2016.2687openalex-snapshot
Liquidity Provision and the Cross Section of Hedge Fund Returns
inferredcites →https://doi.org/10.1287/mnsc.2019.3433openalex-snapshot
Style and Skill: Hedge Funds, Mutual Funds, and Momentum
inferredcites →https://doi.org/10.1287/mnsc.2020.3934openalex-snapshot
Hedge Fund Activism and Corporate M&A Decisions
inferredcites →https://doi.org/10.1561/104.00000104openalex-snapshot
Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?
inferredcites →https://doi.org/10.2307/1913210openalex-snapshot
Continuous Auctions and Insider Trading
inferredcites →https://doi.org/10.2307/2297968openalex-snapshot
Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
inferredcites →https://doi.org/10.2469/faj.v64.n6.7openalex-snapshot
The Returns to Hedge Fund Activism
inferredcites →https://doi.org/10.3982/ecta10789openalex-snapshot
Insider Trading, Stochastic Liquidity, and Equilibrium Prices
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