International Evidence on Institutional Trading Behavior and Price Impact

International Evidence on Institutional Trading Behavior and Price Impact

This study characterizes institutional trading in international stocks from 37 countries during 1997 to 1998 and 2001. We find that the underlying market condition is a major determinant of the price impact and, more importantly, of the asymmetry between price impacts of institutional buy and sell o...

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Bibliographic Details
Main Authors: CHIYACHANTANA, Chiraphol New, Jain, Pankaj K., Jiang, Christine X., Wood, Robert A.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2004
Subjects:
International Investment
institutional trading
underlying market condition
price impact asymmetry
Finance and Financial Management
Portfolio and Security Analysis
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/1077
https://doi.org/10.1111/j.1540-6261.2004.00651.x
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/lkcsb_research/1077
https://doi.org/10.1111/j.1540-6261.2004.00651.x

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