How smart is institutional trading?

How smart is institutional trading?

We estimate daily aggregate order flow at the stock level from all institutional investors as well as for hedge funds and the other institutions separately. We achieve this by extrapolating the relation between quarterly institutional ownership in 13F filings, aggregate market order imbalance in TAQ,...

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Bibliographic Details
Main Authors: HA, Jingi, Jianfeng HU
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2020
Subjects:
Institutional trading
Hedge funds
Trading behavior
Finance and Financial Management
Portfolio and Security Analysis
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/6591
https://ink.library.smu.edu.sg/context/lkcsb_research/article/7590/viewcontent/Smart_Inst_Trading_2020_wp.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/lkcsb_research/6591
https://ink.library.smu.edu.sg/context/lkcsb_research/article/7590/viewcontent/Smart_Inst_Trading_2020_wp.pdf

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