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The University of Western Australia
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algorithmic trading; return gap; mutual fund; liquidity
algorithmic trading; high frequency traders, mutual funds; performance; retrun gap
Blockchain; Bitcoin; announcement; event study; investor attention.
Blockchain; Bitcoin; announcement; event study; investor attention
probability of informed trading (PIN), autoregressive conditional duration, insider trading, M&A announcements
Media sentiment; abnormal net purchase; unexpected earnings; analyst forecast error
Institutional trading; Negative ESG incidents; Corporate social responsibility (CSR); ANcerno; Sustainalytics
COVID-19, Investor attention, Mobility, Trading volume, Volatility
XBRL, insider trading, information processing costs, public information
Earnings announcements; Information dissemination; Abnormal mobility; Face-to-face interaction; Investor attention
Liquidity provision; earnings announcement; implied volatility; historical volatility
Individual Investor; Trading Activity; Overconfidence; Market Returns; Volatility
Insider trading; Institutional trading; trade sequence; information competition; liquidity
institutional investors, coronavirus, COVID-19, pandemic, ESG, socially responsible investment, downside risk
Evolution of Liquidity, informed trader, limit order, information asymmetry
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liquidity provision, informed trading, limit orders, information asymmetry
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