Intermarket sweep order trade size clustering around corporate announcements
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DOI: 10.1080/00036846.2019.1612029
Abstract: ABSTRACT Investors have different trade size preferences depending on their information advantage. Using intermarket sweep orders (ISOs), we find that investors appear to prefer using small, round lot trades around corporate events with higher announcement… read more here.
Keywords: trade size; sweep order; intermarket sweep; around corporate ... See more keywords