Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts

Article Abstract:

This papers studies the interaction between market makers who set their bid-ask spread based on the number of financial analysts following the stock. On the other hand financial analysts base their forecast the profit potential of a stock from the size of the bid-ask spread set up by market makers.

Statistical Data Included, Financial analysts, Stock redemption, Uncertainty (Information theory)

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International evidence on institutional trading behavior and price impact

Article Abstract:

A study examining the major determinants of price impact and the characteristics of institutional trading in international stocks between the years 19997 and 1998 and 2001, and collecting data from 37 countries, is presented. One major determinant of pricing is market conditions.

Pricing Policy, Pricing, Product price

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Volatility effects of institutional trading in foreign stocks

Article Abstract:

Application of statistical techniques, for empirical modeling of impact of institutional trading trends on global investments, is presented.

Forecasts, trends, outlooks, Singapore, Usage, Market trend/market analysis, Financial institutions, Institutional investments, Statistical methods, Securities trading

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