Predatory Trading with Smart Investors: Run and Asymmetric Price Impact

SSRN Electronic Journal ◽

10.2139/ssrn.1984907 ◽

2011 ◽

Author(s):

Vincent Fardeau

Keyword(s):

Price Impact ◽

Predatory Trading

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Does Buyer Knowledge of Seller's Initial Purchase Price Impact Housing Prices? A Behavioral Study on Anchoring and Multiple Reference Points

10.15396/eres2002_203 ◽

2002 ◽

Keyword(s):

Housing Prices ◽

Price Impact ◽

Reference Points ◽

Behavioral Study ◽

Purchase Price ◽

Multiple Reference

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The Aggregate Price Impact of the Disposition Effect

SSRN Electronic Journal ◽

10.2139/ssrn.1102011 ◽

2008 ◽

Author(s):

Hyuk Choe ◽

Yunsung Eom

Keyword(s):

Price Impact ◽

Disposition Effect

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The Price Impact of Large Hedging Trades

SSRN Electronic Journal ◽

10.2139/ssrn.1536604 ◽

2009 ◽

Author(s):

Brian J. Henderson ◽

Neil D. Pearson

Keyword(s):

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Arbitrage-Free Price-Update and Price-Impact Functions

SSRN Electronic Journal ◽

10.2139/ssrn.249963 ◽

2000 ◽

Author(s):

Werner Stanzl ◽

Gur Huberman

Keyword(s):

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Blocktrades in OTC Options Markets: Price Impact and Liquidity Effects

SSRN Electronic Journal ◽

10.2139/ssrn.3408497 ◽

2019 ◽

Author(s):

Ruediger Kiesel ◽

Alessio Pietrobono

Keyword(s):

Price Impact ◽

Options Markets

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Profitable Price Impact: The Case of Convertible Bond Arbitrage

SSRN Electronic Journal ◽

10.2139/ssrn.3426914 ◽

2019 ◽

Author(s):

Milad Nozari ◽

Michael Pascutti ◽

Heather Tookes

Keyword(s):

Price Impact ◽

Convertible Bond

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Sunshine vs. Predatory Trading Effects in Commodity Futures Markets: New Evidence from Index Rebalancing

SSRN Electronic Journal ◽

10.2139/ssrn.3715726 ◽

2020 ◽

Author(s):

Lei Yan ◽

Scott Irwin ◽

Dwight R. Sanders

Keyword(s):

Futures Markets ◽

Commodity Futures ◽

Commodity Futures Markets ◽

Predatory Trading ◽

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Liquidity, Price Impact, and Foreign Trading: Does Identity Matter?

SSRN Electronic Journal ◽

10.2139/ssrn.686403 ◽

2005 ◽

Author(s):

Catherine A. Bonser-Neal ◽

Steven L. Jones ◽

David Linnan ◽

Robert Neal

Keyword(s):

Price Impact ◽

Foreign Trading

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The Comparison of Market Beliefs in Domestic and Foreign Analysts: Focusing on Stock Price Impact and Forecasting Ability

INTERNATIONAL BUSINESS REVIEW ◽

10.21739/ibr.2007.12.11.4.131 ◽

2007 ◽

Vol 11 (4) ◽

pp. 131

Author(s):

Dong-Soon Kim

Keyword(s):

Stock Price ◽

Price Impact ◽

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Price impact of large orders using Hawkes processes

ANZIAM Journal ◽

10.21914/anziamj.v61i0.12912 ◽

2019 ◽

Vol 61 ◽

pp. 161

Author(s):

Lucas Amaral ◽

Andrew Papanicolaou

Keyword(s):

Price Impact ◽

Hawkes Processes

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