Caught On Tape: Institutional Order Flow and Stock Returns
收藏NBER2005-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w11439
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资源简介：
Many questions about institutional trading can only be answered if one can track high-frequency changes in institutional ownership. In the US, however, institutions are only required to report their ownership quarterly in 13-F filings. We infer daily institutional trading behavior from the "tape",
提供机构：
美国国家经济研究局
创建时间：
2005-06-01
