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Rice University - Jones Graduate School of Business and Department of Economics
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Liquidity, corporate governance, shareholder activism, hedge funds, shareholder proposals, Wall Street walk, Kyle models
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP9739.
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corporate governance, hedge funds, Kyle models, Liquidity, shareholder activism, shareholder proposals, Wall Street walk
PIN, Kyle Lambda, Information Asymmetry, Order Flow
Informed trading, price impact, liquidity
factor pricing models, characteristics, anomalies, performance evaluation
Strategic Trading, Shareholder Activism, Stock Liquidity, Continuous Time
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
real options, option exercise games, dynamic oligopoly, NPV rule, open loop equilibria, closed loop equilibria, singular control
Market microstructure, working orders, limit-order book, discretionary liquidity traders
factor pricing models, characteristics, Fama-Macbeth, errors-in-variables
skewness, kurtosis, coskewness, cokurtosis, CAPM, stochastic discount factor
Performance evaluation, coskewness, skewness, mutual fund
Risk Aversion, Portfolio Choice
OTC markets, Transparency, Signaling
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