Skip to content
Stanford University
Collections
About
Stanford Login
Collections
Gallery
Gallery
Basic
Advanced
Search fulltext
Search
Field
Any
All Authors
Citation
Collection
Contributor
DOI
External Platform
Faculty ORCID
GSB Authors
ISBN
Issue
Page Range
Publication
Title
Volume
Condition
Does
Does not
Type of search
Contain
Exact Match
Value
Value
Value
Value
Add more criteria
Clear
Search
Gallery View
Showing
1 - 3 of 3
Records
Sort by:
Date (Descending)
Title (A-Z)
Title (Z-A)
Date (Ascending)
Date (Descending)
50
25
50
100
Filter
1
Active filters
Keywords:
securities trading
Remove all
Collections
3
Stanford GSB Faculty Publications
Publication Type
3
Articles
GSB Authors
1
Charles Lee
1
Kenneth Singleton
1
Michael Ostrovsky
1
Nicolas Lambert
Publication
-- Any --
Econometrica
Management Science
The Accounting Review
Keywords
1
actively managed funds
1
asset pricing
1
commodity futures
1
earnings announcements
1
econometric dynamics
1
economics
1
efficient market hypothesis
1
finance
1
financial markets
1
forecasting
1
hedge funds
1
information aggregation
1
information processing
1
investments
1
liquidity (economics)
1
management forecasts
1
market microstructure
1
market prices
1
mutual funds
1
petroleum product sales & prices
1
portfolio management (investments)
1
price efficiency
1
price regulation
1
prices
1
probability theory
1
random variables
1
rational expectations equilibrium
1
spread (finance)
1
strategic trading
1
time series
1
trading volume
More
