Seasoned equity offerings (SEOs) executed through accelerated underwritings have
recently seen significant increases in global market share, and now account for a majority of …

We study trade-based manipulation of stock prices from the perspective of complex trading
networks constructed by using detailed information of trades. A stock trading network …

This paper examines whether the identity of a broker involved in transactions contains
information. Using a sample of transactions from the Australian Stock Exchange—where …

This paper analyses price effects of trades around the initial loan announcements for 96
zero-leverage firms listed on the FTSE 350 index over the time of period 2000–2015. Using …

The asymmetric price impact between the institutional purchases and sales of 32 liquid
stocks in the Chinese stock market in 2003 is carefully studied. We analyze the price impact …

在中国证券市场选取大盘环境不同的时段, 利用配对技术消除样本系统误差,
对大单买卖价格冲击不对称性及该不对称与市场环境之间的关系进行了实证分析. 研究表明 …

We use a unique data set to consider whether a large institution's (Fidelity funds) insider
trades are informed. Theoretical studies of large informed traders suggest that their …

We analyze the permanent (information effect) and temporary (liquidity effect) impact of
block trades transacted in the National Stock Exchange of India. Block trades are identified …