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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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2004
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| Subjects: | |
| 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 |