Informed trading and expected returns
Does information asymmetry affect the cross-section of expected stock returns? We explore this question using representative portfolio holdings data from the Shanghai Stock Exchange. We show that institutional investors have a strong information advantage, and that past aggressiveness of institution...
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| Автори: | , , |
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| Формат: | Artigo |
| Мова: | Inglês |
| Опубліковано: |
KeAi Communications Co., Ltd.
2025-12-01
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| Серія: | Journal of Finance and Data Science |
| Предмети: | |
| Онлайн доступ: | http://www.sciencedirect.com/science/article/pii/S2405918825000261 |
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