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Order anticipation around predictable trades
- Source :
- Financial Management. Spring, 2020, Vol. 49 Issue 1, p33, 35 p.
- Publication Year :
- 2020
-
Abstract
- Abstract I study the presence of order anticipation strategies by examining predictable patterns in large order trades. I construct three simple signals based on child-order execution patterns and find empirical [...]
Details
- Language :
- English
- ISSN :
- 00463892
- Volume :
- 49
- Issue :
- 1
- Database :
- Gale General OneFile
- Journal :
- Financial Management
- Publication Type :
- Periodical
- Accession number :
- edsgcl.622268380
- Full Text :
- https://doi.org/10.1111/fima.12255