Anatomy of the trading process empirical evidence on the behavior of institutional traders☆,☆☆
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Keywords
Institutional investors
Microstructure
Trading strategies
JEL classification
G23
Cited by (0)
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The Geewax-Terker Research Program at Wharton provided financial assistance, and Marshall Gordon, Pasi Hamalainen, and Mark Roomans provided valuable research assistance.
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The comments and opinions contained in this paper are those of the authors and do not necessarily reflect those of the directors, members, or officers of the New York Stock Exchange, Inc. Any errors are entirely our own.
Copyright © 1995 Published by Elsevier B.V.