Who's Informed? An Analysis of Stock Ownership and Informed Trading
By P. J. Dennis, J. Weston. 2001
148 citations recorded by the source corpus.
Subfields: Accounting, Finance
View Paper: https://www.semanticscholar.org/paper/f22083c5ba9495e3e01dbecd8fab736f154206ce
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
- Daniel W. Collins
- Maureen O’Hara
- Paul Hribar
- David A. Easley
- Guojin Gong
- Doojin Ryu
- Robert F. Engle
- Hee-Joon Ahn
In Finance
- Maureen O’Hara
- Daniel W. Collins
- David A. Easley
- Paul Hribar
- Doojin Ryu
- Robert F. Engle
- Guojin Gong
- Hee-Joon Ahn
Citations in the corpus
- Investor Sophistication and the Mispricing of Accruals (2003, background): “Consistent with prior studies [e.g. Gompers and Metrick (2001), Dennis and Weston (2001)] , institutional ownership is highly correlated with earnings, market value of equity, and book-to-market ratio.”
- Institutional Investors and the Informational Efficiency of Prices (2009, unknown): “Institutional trading also tends to move prices more than other trading, which is consistent with faster incorporation of information (Dennis and Weston, 2001; Sias, Starks, and Titman, 2006). Returns on portfolios with high institutional holdings lead those of portfolios with low holdings (Badrinat”
- Credit Ratings and Stock Liquidity (2006, unknown): “See, for example, Brennan and Subrahmanyam (1996) and Dennis and Weston (2001).”
- Foreign Institutional Ownership and Stock Market Liquidity: Evidence from Indonesia (2009, unknown): “Heflin and Shaw (2000), Sarin et al. (2000), and Dennis and Weston (2001) all show that greater institutional ownership leads to larger spreads, the adverse selection components of the spread, and smaller quoted depths.”
- Time-Varying Arrival Rates of Informed and Uninformed Trades (2007, background): “Examples include Easley, Kiefer, and O’Hara (1996), Easley et al. (1996), Easley, O’Hara, and Paperman (1998), Easley, Hvidkjaer, and O’Hara (2002, 2005), Dennis and Weston (2001), Easley, O’Hara, and Saar (2001), Vega (2005).”
- Informed trading in the index option market: The case of KOSPI 200 options (2008, background): “The studies that suggest an information advantage by institutional investors include Holthausen, Leftwich, and Mayer (1987), Chan and Lakonishok (1993), Keim and Madhavan (1995), Sias and Starks (1997), Walther (1997), Chakravarty (2001), and Dennis and Weston (2001).”