The Behavior of Stock Prices Around Institutional Trades

Continuous Auctions and Insider Trading

1985 • 9,651 citations

Price, trade size, and information in securities markets

1987 • 2,249 citations

Efficient Capital Markets: II

1991 • 1,302 citations

Inferring Trade Direction from Intraday Data

1991 • 989 citations

Institutional trades and intraday stock price behavior

1993 • 652 citations

Determinants of Portfolio Performance II: An Update

1991 • 637 citations

The Structure and Performance of the Money Management Industry

1992 • 535 citations

The effect of large block transactions on security prices: A cross-sectional analysis

1987 • 501 citations

Large-block transactions, the speed of response, and temporary and permanent stock-price effects

1990 • 468 citations

An ordered probit analysis of transaction stock prices

1992 • 454 citations

Trading Cost: The Critical Link Between Investment Information and Results

1983 • 171 citations

Price Impacts of Block Trading on the New York Stock Exchange

1972 • 121 citations

Volume for Winners and Losers: Taxation and Other Motives for Stock Trading

1986 • 71 citations

The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects

1994 • 60 citations

Does Patient Program Trading Really Pay?

1990 • 20 citations