Price movement and trade size on the National Stock Exchange of India

Mishra, Ajay Kumar; McInish, Thomas H.; Tripathy, Trilochan

doi:10.1080/00036846.2015.1037436

Cited by 6 publications

(1 citation statement)

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“…In India, (Mishra, McInish and Tripathy, 2015) found ST behaviour but price changes was concentrated more on small trade size while the remaining were influenced by medium trade. Research on the Kuwait Stock Exchange conducted by (Alhashel, 2015) used issue of bull market conditions (good condition) and bear (bad condition).…”

Section: Literature Reviewmentioning

confidence: 93%

Stealth Trading Behaviour in Capital Market: A Literature Review

Syamni¹,

Aziz²,

Musnadi³

et al. 2019

Proceedings of the Proceedings of the 1st International Conference on Finance Economics and Business, ICOFEB 2018, 12-13 Novemb

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the behaviour of hiding trade information in the capital market which is called stealth trading currently takes place in various capital markets in the world. This behaviour is performed by investors, in particular informed investors, by not sharing information with other investors during trade transactions. It is aimed to keep others investors from following the informed investors trading transactions in the capital market. Thus, this paper is intended to review and evaluate the existence of stealth trading in various capital markets in the world from an empirical perspective. In general, result of the review finds that, from an empirical perspective, stealth trading behaviour is still inconsistent in various capital markets in the world.

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Section: Literature Reviewmentioning

confidence: 93%