My bibliography
Save this item
Performance of Institutional Trading Desks: An Analysis of Persistence in Trading Costs
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Scott Bennett & David R. Gallagher & Graham Harman & Geoffrey J. Warren & Yuki Xi, 2018. "A new perspective on performance persistence: evidence using portfolio holdings," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(1), pages 91-125, March.
- Bhattacharya, Utpal & Wei, Kelsey D. & Xia, Han, 2019. "Follow the money: Investor trading around investor-paid credit rating changes," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 68-91.
- Fabio S. Dias & Gareth W. Peters, 2020. "A Non-parametric Test and Predictive Model for Signed Path Dependence," Computational Economics, Springer;Society for Computational Economics, vol. 56(2), pages 461-498, August.
- Kingsley Y. L. Fong & F. Douglas Foster & David R. Gallagher & Adrian D. Lee, 2016. "How has the Relevance of Institutional Brokerage Changed?," International Review of Finance, International Review of Finance Ltd., vol. 16(4), pages 499-524, December.
- Azi Ben-Rephael & Ryan D Israelsen, 2018. "Are Some Clients More Equal Than Others? An Analysis of Asset Management Companies’ Execution Costs [An analysis of trade-size clustering and its relation to stealth trading]," Review of Finance, European Finance Association, vol. 22(5), pages 1705-1736.
- Alexander Eisele & Tamara Nefedova & Gianpaolo Parise, 2015.
"Are Star Funds Really Shining? Cross-trading And Performance Shifting In Mutual Fund Families,"
Post-Print
hal-01458357, HAL.
- Alexander Eisele & Tamara Nefedova & Gianpaolo Parise, 2016. "Are star funds really shining? Cross-trading and performance shifting in mutual fund families," BIS Working Papers 577, Bank for International Settlements.
- Bartram, Söhnke & Djuranovik, Leslie & Garratt, Anthony, 2021. "Currency Anomalies," CEPR Discussion Papers 15653, C.E.P.R. Discussion Papers.
- Eaton, Gregory W. & Irvine, Paul J. & Liu, Tingting, 2021. "Measuring institutional trading costs and the implications for finance research: The case of tick size reductions," Journal of Financial Economics, Elsevier, vol. 139(3), pages 832-851.
- Marco Di Maggio & Francesco Franzoni & Amir Kermani & Carlo Sommavilla, 2017. "The Relevance of Broker Networks for Information Diffusion in the Stock Market," NBER Working Papers 23522, National Bureau of Economic Research, Inc.
- Franzoni, Francesco & Di Maggio, Marco & Egan, Mark, 2019. "The Value of Intermediation in the Stock Market," CEPR Discussion Papers 13936, C.E.P.R. Discussion Papers.
- Russ Wermers & Tong Yao & Jane Zhao, 2012.
"Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings,"
The Review of Financial Studies, Society for Financial Studies, vol. 25(12), pages 3490-3529.
- Wermers, Russ & Yao, Tong & Zhao, Jane, 2012. "Forecasting stock returns through an efficient aggregation of mutual fund holdings," CFR Working Papers 06-09 [rev.], University of Cologne, Centre for Financial Research (CFR).
- Mattia Landoni & Stephen P. Zeldes, 2020. "Should the Government be Paying Investment Fees on $3 Trillion of Tax-Deferred Retirement Assets?," NBER Working Papers 26700, National Bureau of Economic Research, Inc.
- Massa, Massimo & Manconi, Alberto & Luo, Mancy, 2017. "Much Ado About Nothing: Is the Market Affected by Political Bias?," CEPR Discussion Papers 11991, C.E.P.R. Discussion Papers.
- Hu, Gang & Jo, Koren M. & Wang, Yi Alex & Xie, Jing, 2018. "Institutional trading and Abel Noser data," Journal of Corporate Finance, Elsevier, vol. 52(C), pages 143-167.
- Di Maggio, Marco & Franzoni, Francesco & Massa, Massimo & Tubaldi, Roberto, 2024. "Strategic trading as a response to short sellers," Journal of Financial Markets, Elsevier, vol. 69(C).
- Nimalendran, Mahendrarajah & Ray, Sugata, 2014. "Informational linkages between dark and lit trading venues," Journal of Financial Markets, Elsevier, vol. 17(C), pages 230-261.
- Susan K Christoffersen & Donald B Keim & David K Musto & Aleksandra Rzeźnik, 2022. "Passive-Aggressive Trading: The Supply and Demand of Liquidity by Mutual Funds [Does motivation matter when assessing trade performance? An analysis of mutual funds]," Review of Finance, European Finance Association, vol. 26(5), pages 1145-1177.
- Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi & John Sedunov, 2021.
"The Granular Nature of Large Institutional Investors,"
Management Science, INFORMS, vol. 67(11), pages 6629-6659, November.
- Itzhak Ben-DAVID & Francesco A. FRANZONI & Rabih MOUSSAWI & John SEDUNOV III, 2015. "The Granular Nature of Large Institutional Investors," Swiss Finance Institute Research Paper Series 15-67, Swiss Finance Institute, revised Apr 2016.
- Franzoni, Francesco & Ben-David, Itzhak & Moussawi, Rabih & Sedunov, John, 2019. "The Granular Nature of Large Institutional Investors," CEPR Discussion Papers 13427, C.E.P.R. Discussion Papers.
- Ben-David, Itzhak & Franzoni, Francesco A. & Moussawi, Rabih & Sedunov, John, III, 2015. "The Granular Nature of Large Institutional Investors," Working Paper Series 2015-09, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi & John Sedunov, 2016. "The Granular Nature of Large Institutional Investors," NBER Working Papers 22247, National Bureau of Economic Research, Inc.
- Chen, Yangyang & Hu, Gang & Yu, Danlei Bonnie & Zhao, Jingran, 2019. "Catastrophic risk and institutional investors: Evidence from institutional trading around 9/11," Pacific-Basin Finance Journal, Elsevier, vol. 56(C), pages 211-233.
- Eisele, Alexander & Nefedova, Tamara & Parise, Gianpaolo & Peijnenburg, Kim, 2020.
"Trading out of sight: An analysis of cross-trading in mutual fund families,"
Journal of Financial Economics, Elsevier, vol. 135(2), pages 359-378.
- Alexander Eisele & Tamara Nefedova & Gianpaolo Parise & Kim Peijnenburg, 2013. "Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families," Swiss Finance Institute Research Paper Series 13-19, Swiss Finance Institute.
- Alexander Eisele & Tamara Nefedova & Gianpaolo Parise & Kim Peijnenburg, 2018. "Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families," Post-Print hal-02279289, HAL.
- Peijnenburg, Kim & Parise, Gianpaolo & Nefedova, Tamara & Eisele, Alexander, 2017. "Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families," CEPR Discussion Papers 12225, C.E.P.R. Discussion Papers.
- Ignashkina, Anna & Rinne, Kalle & Suominen, Matti, 2022. "Short-term reversals, returns to liquidity provision and the costs of immediacy," Journal of Banking & Finance, Elsevier, vol. 138(C).
- Marco Di Maggio & Mark L. Egan & Francesco Franzoni, 2019. "The Value of Intermediation in the Stock Market," NBER Working Papers 26147, National Bureau of Economic Research, Inc.
- Bonsall, Samuel B. & Gillette, Jacquelyn R. & Pundrich, Gabriel & So, Eric, 2024. "Conflicts of interest in subscriber-paid credit ratings," Journal of Accounting and Economics, Elsevier, vol. 77(1).
- Chakravarty, Sugato & Ray, Rina, 2020. "On short-term institutional trading skill, behavioral biases, and liquidity need," Journal of Corporate Finance, Elsevier, vol. 65(C).
- Hatheway, Frank & Kwan, Amy & Zheng, Hui, 2017. "An Empirical Analysis of Market Segmentation on U.S. Equity Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(6), pages 2399-2427, December.
- Robert P. Bartlett III, 2015. "Do Institutional Investors Value the Rule 10b-5 Private Right of Action? Evidence from Investors' Trading Behavior following Morrison v. National Australia Bank Ltd," The Journal of Legal Studies, University of Chicago Press, vol. 44(1), pages 183-227.
- Neumeier, Christian & Gozluklu, Arie & Hoffmann, Peter & O’Neill, Peter & Suntheim, Felix, 2023. "Banning dark pools: Venue selection and investor trading costs," Journal of Financial Markets, Elsevier, vol. 65(C).
- Cici, Gjergji & Dahm, Laura K. & Kempf, Alexander, 2014. "Trading efficiency of fund families: Impact on fund performance and investment behavior," CFR Working Papers 14-14, University of Cologne, Centre for Financial Research (CFR).
- Chronopoulos, Dimitris K. & Papadimitriou, Fotios I. & Vlastakis, Nikolaos, 2018. "Information demand and stock return predictability," Journal of International Money and Finance, Elsevier, vol. 80(C), pages 59-74.
- Alexander M. Chinco & Mao Ye, 2017. "Investment-Horizon Spillovers," NBER Working Papers 23650, National Bureau of Economic Research, Inc.
- Jeffrey A. Busse & Tarun Chordia & Lei Jiang & Yuehua Tang, 2021. "Transaction Costs, Portfolio Characteristics, and Mutual Fund Performance," Management Science, INFORMS, vol. 67(2), pages 1227-1248, February.
- Jules Van Binsbergen & Jungsuk Han & Hongxun Ruan & Ran Xing, 2024. "A Horizon‐Based Decomposition of Mutual Fund Value Added Using Transactions," Journal of Finance, American Finance Association, vol. 79(3), pages 1831-1882, June.
- Andrea Barbon & Marco Di Maggio & Francesco Franzoni & Augustin Landier, 2019.
"Brokers and Order Flow Leakage: Evidence from Fire Sales,"
Journal of Finance, American Finance Association, vol. 74(6), pages 2707-2749, December.
- Andrea Barbon & Marco Di Maggio & Francesco Franzoni & Augustin Landier, 2017. "Brokers and Order Flow Leakage: Evidence from Fire Sales," NBER Working Papers 24089, National Bureau of Economic Research, Inc.
- Andrea Barbon & Marco Di Maggio & Francesco A. Franzoni & Augustin Landier, 2017. "Brokers and Order Flow Leakage: Evidence from Fire Sales," Swiss Finance Institute Research Paper Series 17-61, Swiss Finance Institute, revised Jun 2018.
- Cici, Gjergji & Schuster, Philipp & Weishaupt, Franziska, 2024. "Once a trader, always a trader: The role of traders in fund management," CFR Working Papers 24-01, University of Cologne, Centre for Financial Research (CFR).
- Cici, Gjergji & Dahm, Laura K. & Kempf, Alexander, 2018. "Trading efficiency of fund families: Impact on fund performance and investment behavior," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 1-14.
- Gao, Kaijuan & Shen, Hanxiao & Gao, Xi & Chan, Kam C., 2019. "The power of sharing: Evidence from institutional investor cross-ownership and corporate innovation," International Review of Economics & Finance, Elsevier, vol. 63(C), pages 284-296.
- Davis, Frederick & Khadivar, Hamed & Walker, Thomas J., 2021. "Institutional trading in firms rumored to be takeover targets," Journal of Corporate Finance, Elsevier, vol. 66(C).
- Efe Cotelioglu & Francesco A. Franzoni & Alberto Plazzi, 2013.
"What Constrains Liquidity Provision? Evidence From Hedge Fund Trades,"
Swiss Finance Institute Research Paper Series
13-10, Swiss Finance Institute.
- Franzoni, Francesco & Plazzi, Alberto & Cotelioglu, Efe, 2019. "What Constrains Liquidity Provision? Evidence From Hedge Fund Trades," CEPR Discussion Papers 13645, C.E.P.R. Discussion Papers.
- Schnaubelt, Matthias, 2022. "Deep reinforcement learning for the optimal placement of cryptocurrency limit orders," European Journal of Operational Research, Elsevier, vol. 296(3), pages 993-1006.
- van Kervel, Vincent & Kwan, Amy & Westerholm, P. Joakim, 2023. "Order splitting and interacting with a counterparty," Journal of Financial Markets, Elsevier, vol. 66(C).
- Franzoni, Francesco & Di Maggio, Marco & Massa, Massimo & Tubaldi, Roberto, 2019. "Strategic Trading as a Response to Short Sellers," CEPR Discussion Papers 13812, C.E.P.R. Discussion Papers.
- Michael J. O'Neill & Geoffrey J. Warren, 2019. "Evaluating fund capacity: issues and methods," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(S1), pages 773-800, April.
- Ebenezer Asem & Vishaal Baulkaran & Pawan Jain & Mark Sunderman, 2022. "Are institutional investors informed? The case of dividend changes for REITS and Industrial Firms," Review of Quantitative Finance and Accounting, Springer, vol. 58(4), pages 1685-1707, May.
- Luo, Mancy, 2017. "Essays in financial intermediation and political economy," Other publications TiSEM 146f40d3-6c89-4c6d-8fea-1, Tilburg University, School of Economics and Management.
- Sağlam, Mehmet & Moallemi, Ciamac C. & Sotiropoulos, Michael G., 2019. "Short-term trading skill: An analysis of investor heterogeneity and execution quality," Journal of Financial Markets, Elsevier, vol. 42(C), pages 1-28.
- Xi Dong & Shu Feng & Ronnie Sadka, 2019. "Liquidity Risk and Mutual Fund Performance," Management Science, INFORMS, vol. 65(3), pages 1020-1041, March.
- Anand, Amber & Irvine, Paul & Puckett, Andy & Venkataraman, Kumar, 2013. "Institutional trading and stock resiliency: Evidence from the 2007–2009 financial crisis," Journal of Financial Economics, Elsevier, vol. 108(3), pages 773-797.
- Richard Sias & H. J. Turtle & Blerina Zykaj, 2016. "Hedge Fund Crowds and Mispricing," Management Science, INFORMS, vol. 62(3), pages 764-784, March.
- Di Maggio, Marco & Egan, Mark & Franzoni, Francesco, 2022. "The value of intermediation in the stock market," Journal of Financial Economics, Elsevier, vol. 145(2), pages 208-233.
- Nickolay Gantchev & Chotibhak Jotikasthira, 2018. "Institutional Trading and Hedge Fund Activism," Management Science, INFORMS, vol. 64(6), pages 2930-2950, June.
- Russell Jame, 2018. "Liquidity Provision and the Cross Section of Hedge Fund Returns," Management Science, INFORMS, vol. 64(7), pages 3288-3312, July.
- repec:dau:papers:123456789/15218 is not listed on IDEAS
- Chiyachantana, Chiraphol & Jain, Pankaj K. & Jiang, Christine & Sharma, Vivek, 2017. "Permanent price impact asymmetry of trades with institutional constraints," Journal of Financial Markets, Elsevier, vol. 36(C), pages 1-16.
- Barardehi, Yashar H. & Bernhardt, Dan & Da, Zhi & Mitch Warachka, Mitch, 2022. "Institutional Liquidity Demand and the Internalization of Retail Order Flow : The Tail Does Not Wag the Dog," The Warwick Economics Research Paper Series (TWERPS) 1394, University of Warwick, Department of Economics.
- Green, T. Clifton & Jame, Russell & Markov, Stanimir & Subasi, Musa, 2014. "Broker-hosted investor conferences," Journal of Accounting and Economics, Elsevier, vol. 58(1), pages 142-166.
- Declerck, F., 2016. "High-frequency trading, geographical concerns and the curvature of the Earth," Financial Stability Review, Banque de France, issue 20, pages 153-160, April.