Working Papers using Abel Noser Data
Created and maintained by Gang Hu at Hong Kong PolyU
It's hard to keep track of all the working papers. If I missed your paper, SORRY! I'm trying my best to keep up.
Please E-mail me your paper LINK or paper: email@example.com. If it's a forthcoming paper, please let me know so I can include it in the Publications section on the previous page.
(Under Construction!) (alphabetical order)
Alldredge, Dallin M., and Andy Puckett, The Performance of Institutional Investor Trades Across the Supply Chain.
Bhattacharya, Utpal, Kelsey D. Wei, and Han Xia, Follow the Money: Investor Trading Around Investor-Paid Credit Rating Changes.
Busse, Jeffrey A., Tarun Chordia, Lei Jiang, and Yuehua Tang, Mutual Fund Trading Costs.
Choi, Jaewon, Ji Min Park, Neil D. Pearson, and Shastri Sandy, A First Glimpse into the Short Side of Hedge Funds.
Hu, Gang, Koren M. Jo, Yi Alex Wang, and Jing Xie, Institutional Trading and Abel Noser Data.
Huang, Alan Guoming, Hongping Tan, and Russ Wermers, Institutional Trading around Corporate News: Evidence from Textual Analysis.