Institutional Trading and Stock Resiliency: Evidence from the 2007-2009 Financial Crisis

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Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading (2015, unknown): “We contribute to the growing body of research exploring the trading decisions made by institutional investors when faced with a financial shock (for example, Anand et al. (2013), Boyson et al.”
Capital Commitment and Illiquidity in Corporate Bonds (2017, background): “However, while Anand et al. (2013) find that equity market liquidity recovered after the financial crisis, concerns regarding corporate bond market liquidity appear to have become more widespread in recent years.”
The Flash Crash: High-Frequency Trading in an Electronic Market (2017, unknown): “This category is meant to capture accounts that accumulate significant directional positions on a given day and most likely reflects trading patterns of institutional investors with longer holding horizons (see Anand et al. (2013), and Puckett and Yan (2011), among others). The remaining accounts ar”