Matches in SemOpenAlex for { <https://semopenalex.org/work/W2012807172> ?p ?o ?g. }
- W2012807172 endingPage "1450003" @default.
- W2012807172 startingPage "1450003" @default.
- W2012807172 abstract "Using a unique dataset containing daily institutional ownership information, we examine the relation between daily institutional trading and past, contemporaneous, and future stock returns on the Shanghai Stock Exchange (SSE). We find strong evidence of the price pressure effect induced by institutional trading, causing price impacts of up to 2.12% per day for the most intensively bought stocks. We further find that institutions are informed and momentum traders when buying but not when selling, which may be due to short-selling restrictions in China. Finally, our findings suggest that institutions engage in order splitting and/or herding behavior, as the price pressure effect is observed up to five days before and after the intense trading date." @default.
- W2012807172 created "2016-06-24" @default.
- W2012807172 creator A5031859749 @default.
- W2012807172 creator A5064053674 @default.
- W2012807172 creator A5067865060 @default.
- W2012807172 date "2014-03-01" @default.
- W2012807172 modified "2023-09-23" @default.
- W2012807172 title "Institutional Trading and Stock Returns: Evidence from China" @default.
- W2012807172 cites W1594652350 @default.
- W2012807172 cites W1929414434 @default.
- W2012807172 cites W1973315392 @default.
- W2012807172 cites W1979986072 @default.
- W2012807172 cites W1980077269 @default.
- W2012807172 cites W1992426919 @default.
- W2012807172 cites W1999976972 @default.
- W2012807172 cites W2008542404 @default.
- W2012807172 cites W2017028438 @default.
- W2012807172 cites W2031855300 @default.
- W2012807172 cites W2043541271 @default.
- W2012807172 cites W2047803175 @default.
- W2012807172 cites W2052147470 @default.
- W2012807172 cites W2054878768 @default.
- W2012807172 cites W2078390365 @default.
- W2012807172 cites W2081840714 @default.
- W2012807172 cites W2084573889 @default.
- W2012807172 cites W2117178635 @default.
- W2012807172 cites W2128248467 @default.
- W2012807172 cites W2143173505 @default.
- W2012807172 cites W2144876393 @default.
- W2012807172 cites W2146047983 @default.
- W2012807172 cites W2157323155 @default.
- W2012807172 cites W2159461570 @default.
- W2012807172 cites W2163685283 @default.
- W2012807172 cites W2169645335 @default.
- W2012807172 cites W2171168084 @default.
- W2012807172 cites W3121735385 @default.
- W2012807172 cites W3121974897 @default.
- W2012807172 cites W3122389145 @default.
- W2012807172 cites W3122516223 @default.
- W2012807172 cites W3122720375 @default.
- W2012807172 cites W3122727604 @default.
- W2012807172 cites W3123172792 @default.
- W2012807172 cites W3123211549 @default.
- W2012807172 cites W3123625569 @default.
- W2012807172 cites W3123708144 @default.
- W2012807172 cites W3123787221 @default.
- W2012807172 cites W3123980494 @default.
- W2012807172 cites W3124028944 @default.
- W2012807172 cites W3125398065 @default.
- W2012807172 cites W3125431097 @default.
- W2012807172 cites W3126001324 @default.
- W2012807172 cites W4251135403 @default.
- W2012807172 doi "https://doi.org/10.1142/s0219091514500039" @default.
- W2012807172 hasPublicationYear "2014" @default.
- W2012807172 type Work @default.
- W2012807172 sameAs 2012807172 @default.
- W2012807172 citedByCount "7" @default.
- W2012807172 countsByYear W20128071722015 @default.
- W2012807172 countsByYear W20128071722017 @default.
- W2012807172 countsByYear W20128071722018 @default.
- W2012807172 countsByYear W20128071722020 @default.
- W2012807172 crossrefType "journal-article" @default.
- W2012807172 hasAuthorship W2012807172A5031859749 @default.
- W2012807172 hasAuthorship W2012807172A5064053674 @default.
- W2012807172 hasAuthorship W2012807172A5067865060 @default.
- W2012807172 hasConcept C10138342 @default.
- W2012807172 hasConcept C106159729 @default.
- W2012807172 hasConcept C144133560 @default.
- W2012807172 hasConcept C162324750 @default.
- W2012807172 hasConcept C166957645 @default.
- W2012807172 hasConcept C172428447 @default.
- W2012807172 hasConcept C177605951 @default.
- W2012807172 hasConcept C182306322 @default.
- W2012807172 hasConcept C191935318 @default.
- W2012807172 hasConcept C200870193 @default.
- W2012807172 hasConcept C204036174 @default.
- W2012807172 hasConcept C205649164 @default.
- W2012807172 hasConcept C206757995 @default.
- W2012807172 hasConcept C2779343474 @default.
- W2012807172 hasConcept C2780299701 @default.
- W2012807172 hasConcept C2989233474 @default.
- W2012807172 hasConcept C39389867 @default.
- W2012807172 hasConcept C39570901 @default.
- W2012807172 hasConcept C556758197 @default.
- W2012807172 hasConcept C60718061 @default.
- W2012807172 hasConcept C78508483 @default.
- W2012807172 hasConcept C97137747 @default.
- W2012807172 hasConceptScore W2012807172C10138342 @default.
- W2012807172 hasConceptScore W2012807172C106159729 @default.
- W2012807172 hasConceptScore W2012807172C144133560 @default.
- W2012807172 hasConceptScore W2012807172C162324750 @default.
- W2012807172 hasConceptScore W2012807172C166957645 @default.
- W2012807172 hasConceptScore W2012807172C172428447 @default.
- W2012807172 hasConceptScore W2012807172C177605951 @default.
- W2012807172 hasConceptScore W2012807172C182306322 @default.
- W2012807172 hasConceptScore W2012807172C191935318 @default.
- W2012807172 hasConceptScore W2012807172C200870193 @default.
- W2012807172 hasConceptScore W2012807172C204036174 @default.