Stealth trading: The case of the Tokyo Stock Exchange

Continuous Auctions and Insider Trading

Albert S. Kyle · Econometrica · 1985 · 10K citations

Business, Economics, Auction Theory +12

A Theory of Intraday Patterns: Volume and Price Variability

Anat R. Admati, Paul Pfleiderer · Review of Financial Studies · 1988 · 3.3K citations

Business, Economics, Finance +8

The Relation Between Price Changes and Trading Volume: A Survey

Jonathan M. Karpoff · Journal of Financial and Quantitative Analysis · 1987 · 2.5K citations

Business, Economics, Finance +9

Stealth trading and volatility

Michael J. Barclay, Jerold B. Warner · Journal of Financial Economics · 1993 · 1K citations · Full text

Social Sciences, Economics, Finance +11

Stealth-trading: Which traders' trades move stock prices?

S. Chakravarty · Journal of Financial Economics · 2001 · 726 citations

Business, Economics, Finance +11