Search Results - "BOEHMER, EKKEHART"

Tracking Retail Investor Activity by BOEHMER, EKKEHART, JONES, CHARLES M., ZHANG, XIAOYAN, ZHANG, XINRAN

“…ABSTRACT We provide an easy method to identify marketable retail purchases and sales using recent, publicly available U.S. equity transactions data. Individual…”
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Short Selling and the Price Discovery Process by Boehmer, Ekkehart, Wu, Juan (Julie)

“…We show that stock prices are more accurate when short sellers are more active. First, in a large panel of NYSE-listed stocks, intraday informational…”
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Institutional Investors and the Informational Efficiency of Prices by Boehmer, Ekkehart, Kelley, Eric K.

“…Using a broad panel of NYSE-listed stocks between 1983 and 2004, we study the relation between institutional shareholdings and the relative informational…”
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Shackling Short Sellers: The 2008 Shorting Ban by Boehmer, Ekkehart, Jones, Charles M., Zhang, Xiaoyan

“…In September 2008, the U.S. Securities and Exchange Commission (SEC) temporarily banned most short sales in nearly 1,000 financial stocks. We examine the ban's…”
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Which Shorts Are Informed? by BOEHMER, EKKEHART, JONES, CHARLES M., ZHANG, XIAOYAN

“…We construct a long daily panel of short sales using proprietary NYSE order data. From 2000 to 2004, shorting accounts for more than 12.9% of NYSE volume,…”
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Lifting the Veil: An Analysis of Pre-trade Transparency at the NYSE by BOEHMER, EKKEHART, SAAR, GIDEON, YU, LEI

“…We study pre-trade transparency by looking at the introduction of NYSE's OpenBook service that provides limit-order book information to traders off the…”
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The Competitive Landscape of High-Frequency Trading Firms by Boehmer, Ekkehart, Li, Dan, Saar, Gideon

“…We examine product differentiation in the high-frequency trading (HFT) industry, where the “products” are secretive proprietary trading strategies. We…”
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Bank privatization in developing and developed countries: Cross-sectional evidence on the impact of economic and political factors by Boehmer, Ekkehart, Nash, Robert C., Netter, Jeffry M.

“…We examine how political, institutional, and economic factors are related to a country’s decision to privatize state-owned banks. Using a panel of 101…”
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Potential pilot problems: Treatment spillovers in financial regulatory experiments by Boehmer, Ekkehart, Jones, Charles M., Zhang, Xiaoyan

“…The total effects of a regulatory change consist of direct effects and indirect effects (spillovers), but the standard difference-in-difference approach mostly…”
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Overnight returns, daytime reversals, and future stock returns by Akbas, Ferhat, Boehmer, Ekkehart, Jiang, Chao, Koch, Paul D.

“…A higher frequency of positive overnight returns followed by negative trading day reversals during a month suggests a more intense daily tug of war between…”
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Short Interest, Returns, and Unfavorable Fundamental Information by Akbas, Ferhat, Boehmer, Ekkehart, Erturk, Bilal, Sorescu, Sorin

“…Several months before information becomes public, the level of short interest contains value-relevant information about publicly traded corporations. Short…”
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Can Shorts Predict Returns? A Global Perspective by Boehmer, Ekkehart, Huszár, Zsuzsa R, Wang, Yanchu, Zhang, Xiaoyan, Zhang, Xinran

“…Abstract Using multiple short-sale measures, we examine the predictive power of short sales for future stock returns in 38 countries from July 2006 to December…”
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What Do Short Sellers Know? by Boehmer, Ekkehart, Jones, Charles M, Wu, Juan (Julie), Zhang, Xiaoyan

“…Abstract Using NYSE short-sale order data, we investigate whether short sellers’ informational advantage is related to firm earnings and analyst-related…”
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The good news in short interest by Boehmer, Ekkehart, Huszar, Zsuzsa R., Jordan, Bradford D.

“…Stocks with relatively high short interest subsequently experience negative abnormal returns, but the effect can be transient and of debatable economic…”
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Short Covering Trades by Boehmer, Ekkehart, Duong, Truong X., Huszár, Zsuzsa R.

“…Short sellers are known to have private information about security prices. Empirical evidence of short selling, however, is based on only half of short…”
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Related Securities and Equity Market Quality: The Case of CDS by Boehmer, Ekkehart, Chava, Sudheer, Tookes, Heather E.

“…We document that equity markets become less liquid and equity prices become less efficient when markets for single-name credit default swap (CDS) contracts…”
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Dimensions of execution quality: Recent evidence for US equity markets by Boehmer, Ekkehart

“…I analyze market-order execution quality using order-based data reported in accordance with Securities and Exchange Commission Rule 11Ac1-5. These data…”
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Estimating the probability of informed trading—does trade misclassification matter? by Boehmer, Ekkehart, Grammig, Joachim, Theissen, Erik

“…Easley et al. [1996. Journal of Finance 51, 1405–1436] have proposed an empirical methodology to estimate the probability of informed trading (PIN). This…”
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Public Disclosure and Private Decisions: Equity Market Execution Quality and Order Routing by Boehmer, Ekkehart, Jennings, Robert, Wei, Li

“…In 2001, the Securities and Exchange Commission (SEC) required market centers to publish monthly execution-quality reports in an effort to spur competition for…”
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Trading your neighbor’s ETFs: Competition or fragmentation? by Boehmer, Beatrice, Boehmer, Ekkehart

“…On July 31, 2001, for the first time in its history, the New York Stock Exchange (NYSE) began trading three unlisted securities. The DIA, SPY, and QQQ are the…”
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