SSRN Electronic Journal · 2014 · 31 citations · 43 references
BusinessBusiness EconomicsEconomicsEconometricsFinancial EconomicsFinancial MarketsAsymmetric InformationCapital MarketsInformation AsymmetryInvestor PsychologyMarket MicrostructureTrading StrategiesEarnings CredibilityMarket Microstructure Analysis
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Stealth trading and volatility
Michael J. Barclay, Jerold B. Warner · Journal of Financial Economics · 1993 · 1K citations · Full text
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Do Retail Trades Move Markets?
Brad M. Barber, Terrance Odean, Ning Zhu · Review of Financial Studies · 2008 · 934 citations
Earnings news and small traders
Charles M.C. Lee · Journal of Accounting and Economics · 1992 · 524 citations · Full text