𝔖 Bobbio Scriptorium
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Intraday Behavior of Stock Prices and Trades around Insider Trading

✍ Scribed by A. Can Inci; Biao Lu; H. Nejat Seyhun

Book ID
118073492
Publisher
Financial Management Association International (FMA)
Year
2010
Tongue
English
Weight
478 KB
Volume
39
Category
Article
ISSN
0046-3892

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## Abstract This study examines the effects of large trades executed by outside customer on the prices of futures contracts traded on the Chicago Mercantile Exchange. We find that, on average, large buyer‐initiated trades have a larger permanent price impact (information effect) than large seller‐i