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Please use this identifier to cite or link to this item: https://hdl.handle.net/1959.11/58365
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dc.contributor.authorMudalige, Priyanthaen
dc.contributor.authorKalev, Petko Sen
dc.contributor.authorGupta, Karticken
dc.contributor.authorDuong, Huu Nhanen
dc.date.accessioned2024-04-16T03:49:53Z-
dc.date.available2024-04-16T03:49:53Z-
dc.date.issued2017-
dc.identifier.citationSSRN, p. 1-42en
dc.identifier.urihttps://hdl.handle.net/1959.11/58365-
dc.description.abstract<p>This study investigates individual and institutional trading activities before and after earnings announcements to infer informed trading in competing firms. We find evidence for individual and institutional informed trading in competing firms before earnings announcements. Magnitude of institutional (individual) net order flow coefficient decreases (increases) with lag length, suggesting institutional trading captures information faster than individual trading. Individual net order flow transmit information cross-stock when competitor is a small firm while institutional net order flow conveys information cross-stock irrespective of firm size. Institutional trading in competing firm exhibits cross-stock price impact before earnings announcements. Our results will be informative for regulators with regard to insider trading laws and provide insights on the impact of individual and institutional trading on cross-stock price discovery process.</p>en
dc.languageenen
dc.publisherVictoria University of Wellingtonen
dc.relation.ispartofSSRNen
dc.titleIndividual and Institutional Informed Trading in Competing Firms around Earnings Announcementsen
dc.typeConference Publicationen
dc.relation.conferenceFinancial Markets and Corporate Governance Conference 2017en
dc.identifier.doi10.2139/ssrn.2901338en
local.contributor.firstnamePriyanthaen
local.contributor.firstnamePetko Sen
local.contributor.firstnameKarticken
local.contributor.firstnameHuu Nhanen
local.profile.schoolUNE Business Schoolen
local.profile.emailpmudalig@une.edu.auen
local.output.categoryE1en
local.record.placeauen
local.record.institutionUniversity of New Englanden
local.date.conference19th-21st of April, 2017en
local.conference.placeNew Zealanden
local.publisher.placeNew Zealanden
local.format.startpage1en
local.format.endpage42en
local.peerreviewedYesen
local.contributor.lastnameMudaligeen
local.contributor.lastnameKaleven
local.contributor.lastnameGuptaen
local.contributor.lastnameDuongen
dc.identifier.staffune-id:pmudaligen
local.profile.orcid0000-0003-1910-1621en
local.profile.roleauthoren
local.profile.roleauthoren
local.profile.roleauthoren
local.profile.roleauthoren
local.identifier.unepublicationidune:1959.11/58365en
dc.identifier.academiclevelAcademicen
dc.identifier.academiclevelAcademicen
dc.identifier.academiclevelAcademicen
dc.identifier.academiclevelAcademicen
local.title.maintitleIndividual and Institutional Informed Trading in Competing Firms around Earnings Announcementsen
local.output.categorydescriptionE1 Refereed Scholarly Conference Publicationen
local.relation.urlhttps://web.archive.org/web/20180212041547/https://www.victoria.ac.nz/sacl/about/events/financial-markets-and-corporate-governance-conference-2017/call-for-papersen
local.relation.urlhttps://www.victoria.ac.nz/sacl/about/events/financial-markets-and-corporate-governance-conference-2017en
local.conference.detailsFinancial Markets and Corporate Governance Conference 2017, New Zealand, 19th-21st of April, 2017en
local.search.authorMudalige, Priyanthaen
local.search.authorKalev, Petko Sen
local.search.authorGupta, Karticken
local.search.authorDuong, Huu Nhanen
local.uneassociationNoen
local.atsiresearchNoen
local.conference.venueVictoria Business School, Bunny Street, Wellington, New Zealanden
local.sensitive.culturalNoen
local.year.published2017en
local.fileurl.closedpublishedhttps://rune.une.edu.au/web/retrieve/7176e48a-882c-46ed-b8aa-f79fa7431618en
local.subject.for20203502 Banking, finance and investmenten
local.subject.seo2020tbden
local.profile.affiliationtypeExternal Affiliationen
local.profile.affiliationtypeExternal Affiliationen
local.profile.affiliationtypeExternal Affiliationen
local.profile.affiliationtypeExternal Affiliationen
local.date.moved2024-04-16en
Appears in Collections:Journal Article
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