Olga Klein

University of Warwick - Warwick Business School

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 35,789

SSRN RANKINGS

Top 35,789

in Total Papers Downloads

1,228

SSRN CITATIONS

2

CROSSREF CITATIONS

5

Scholarly Papers (6)

1.

Stealth Trading by Corporate Insiders

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 460 (61,479)
Citation 2

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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
Number of pages: 68 Posted: 27 Jul 2012 Last Revised: 20 Jul 2017
University of Warwick - Warwick Business School, University of Mannheim Business School and Tilburg University - Department of Finance
Downloads 386 (75,823)
Citation 4

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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 150 (195,437)

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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 University of Warwick - Warwick Business School
Downloads 146 (199,761)
Citation 1

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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 53 (378,357)

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Style Investing, Commonality in Liquidity, Noise Trading

6.

Institutional Consensus: Information or Crowding?

Number of pages: 62 Posted: 24 Apr 2019
Olga Klein, Daniel Klein and Onur Kemal Tosun
University of Warwick - Warwick Business School, University of Mannheim - Department of Business Administration and Finance and Cardiff Business School - Accounting and Finance Section
Downloads 33 (453,497)

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