Olga Klein

University of Warwick - Warwick Business School

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS

1,306

SSRN CITATIONS

1

CROSSREF CITATIONS

5

Scholarly Papers (6)

1.

Stealth Trading by Corporate Insiders

WBS Finance Group Research Paper No. 132
Number of pages: 58 Posted: 21 Nov 2009
University of Warwick - Warwick Business School, University of Mannheim Business School and Tilburg University - Department of Finance
Downloads 468 (67,925)
Citation 3

Abstract:

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Stealth Trading, Insider Trading, Sarbanes-Oxley

2.

Trading Strategies of Corporate Insiders

Journal of Financial Markets, Vol. 34, pp. 48-68, 2017, WBS Finance Group Research Paper No. 189
Number of pages: 68 Posted: 27 Jul 2012 Last Revised: 26 Dec 2019
University of Warwick - Warwick Business School, University of Mannheim Business School and Tilburg University - Department of Finance
Downloads 406 (80,530)
Citation 3

Abstract:

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Trade splitting, informed trading, block trading, insider trading, liquidity, Sarbanes-Oxley

3.

Trading Aggressiveness and Market Efficiency

Journal of Financial Markets, Forthcoming
Number of pages: 64 Posted: 10 Nov 2015 Last Revised: 15 Aug 2019
Olga Klein
University of Warwick - Warwick Business School
Downloads 167 (199,141)

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Trading Aggressiveness, Market Efficiency, Crowded Trading, Intermarket Sweep Order, Earnings Announcement

4.

Multimarket High-Frequency Trading and Commonality in Liquidity

Number of pages: 50 Posted: 13 Jun 2017 Last Revised: 17 Aug 2018
Olga Klein and Shiyun Song
University of Warwick - Warwick Business School and The Vanguard Group, Inc.
Downloads 164 (202,156)

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Multimarket trading, Commonality in Liquidity, Correlated Trading, Transaction Costs, European equities

5.

Style Investing and Commonality in Liquidity

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53 Posted: 30 May 2016 Last Revised: 05 Jun 2019
University of Warwick - Warwick Business School, University of Warwick - Warwick Business School and Lancaster University - Department of Accounting and Finance
Downloads 71 (362,528)

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Style Investing, Commonality in Liquidity, Noise Trading

6.

Institutional Consensus After Earnings Announcements: Information or Crowding?

Number of pages: 54 Posted: 15 Apr 2020
Olga Klein and Daniel Klein
University of Warwick - Warwick Business School and Klein Q-Fin Ltd.
Downloads 30 (523,238)

Abstract:

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Institutional Consensus, Information Processing, Price Efficiency, Crowded Trading, Earnings Announcement