Olga Klein

University of Warwick - Warwick Business School

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS

1,418

SSRN CITATIONS

2

CROSSREF CITATIONS

5

Scholarly Papers (6)

1.

Stealth Trading by Corporate Insiders

WBS Finance Group Research Paper No. 132
Number of pages: 58 Posted: 21 Nov 2009
University of Warwick - Warwick Business School, University of Mannheim Business School and Universität Münster
Downloads 472 (72,899)
Citation 3

Abstract:

Loading...

Stealth Trading, Insider Trading, Sarbanes-Oxley

2.

Trading Strategies of Corporate Insiders

Journal of Financial Markets, Vol. 34, pp. 48-68, 2017, WBS Finance Group Research Paper No. 189
Number of pages: 68 Posted: 27 Jul 2012 Last Revised: 05 May 2021
University of Warwick - Warwick Business School, University of Mannheim Business School and Universität Münster
Downloads 422 (83,338)
Citation 3

Abstract:

Loading...

Trade splitting, informed trading, block trading, insider trading, liquidity, Sarbanes-Oxley

3.

Trading Aggressiveness and Market Efficiency

Journal of Financial Markets, Forthcoming
Number of pages: 64 Posted: 10 Nov 2015 Last Revised: 15 Aug 2019
Olga Klein
University of Warwick - Warwick Business School
Downloads 178 (202,333)

Abstract:

Loading...

Trading Aggressiveness, Market Efficiency, Crowded Trading, Intermarket Sweep Order, Earnings Announcement

4.

Commonality in Intraday Liquidity and Multilateral Trading Facilities: Evidence from Chi-X Europe

Journal of International Financial Markets, Institutions and Money, Forthcoming, WBS Finance Group Research Paper, Forthcoming
Number of pages: 55 Posted: 13 Jun 2017 Last Revised: 05 May 2021
Olga Klein and Shiyun Song
University of Warwick - Warwick Business School and The Vanguard Group, Inc.
Downloads 173 (207,331)
Citation 1

Abstract:

Loading...

Market consolidation, Multi-market trading, High-frequency trading, Commonality in Liquidity, European equities, Liquidity risks

5.

Institutional Consensus After Earnings Announcements: Information or Crowding?

Number of pages: 61 Posted: 15 Apr 2020 Last Revised: 25 Mar 2021
Olga Klein and Daniel Klein
University of Warwick - Warwick Business School and Klein Q-Fin Ltd.
Downloads 96 (323,672)

Abstract:

Loading...

Institutional Consensus, Information Processing, Price Efficiency, Crowded Trading, Earnings Announcement

6.

Style Investing and Commonality in Liquidity

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53 Posted: 30 May 2016 Last Revised: 05 Jun 2019
University of Warwick - Warwick Business School, University of Warwick - Warwick Business School and Lancaster University - Department of Accounting and Finance
Downloads 77 (370,193)

Abstract:

Loading...

Style Investing, Commonality in Liquidity, Noise Trading