Institutional trading and stock price efficiency
My dissertation finds that the effects of institutional trading on stock price efficiency are significant and complicated. On one hand, I present evidence that institutional trading in general improves price efficiency. In particular, major stock market anomalies such as stock return momentum, post...
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| Format: | Others |
| Language: | English |
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2008
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| Online Access: | http://hdl.handle.net/2152/3491 |