The Behavior of Stock Prices Around Institutional Trades

All trades executed by 37 large investment management firms from July 1986 to December 1988 are used to study the price impact and execution cost of the entire sequence ("package") of trades that we interpret as an order. We find that market impact and trading cost are related to firm capi...

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Veröffentlicht in:	The Journal of finance (New York) 1995-09, Vol.50 (4), p.1147-1174
Hauptverfasser:	CHAN, LOUIS K. C., LAKONISHOK, JOSEF
Format:	Artikel
Sprache:	eng
Schlagworte:	Average cost Average prices Econometrics Eschatology Financial management Institutional investments Investment Investment advisors Investment strategies Money management Opening prices Organizational structure Regression analysis Securities trading Stock exchanges Stock prices Studies Trade
Online-Zugang:	Volltext
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