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Publications

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  • 11 Jan 2018
  • Working Paper Summaries

Brokers and Order Flow Leakage: Evidence from Fire Sales

Keywords: by Andrea Barbon, Marco Di Maggio, Francesco Franzoni, and Augustin Landier; Financial Services
  • 14 Dec 2017
  • News

Broker Leaks and Bitcoin Biases

  • 13 Nov 2018
  • First Look

New Research and Ideas, November 13, 2018

forthcoming Journal of Finance Brokers and Order Flow Leakage: Evidence from Fire Sales By: Barbon, Andrea, Marco Di View Details
Keywords: Dina Gerdeman
  • December 2019
  • Article

Brokers and Order Flow Leakage: Evidence from Fire Sales

By: Andrea Barbon, Marco Di Maggio, Francesco Franzoni and Augustin Landier
Using trade-level data, we study whether brokers play a role in spreading order flow information. We focus on large portfolio liquidations, which result in temporary drops in stock prices, and identify the brokers that intermediate these trades. We show that these... View Details
Keywords: Predatory Trading; Back Running; Fire Sales; Brokers; Stocks; Price; Information; Knowledge Dissemination; Ethics
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  • 12 Dec 2017
  • First Look

New Research and Ideas, December 12, 2017

growth, while different across regions, are non-linear and asymmetric. Download working paper: https://www.hbs.edu/faculty/Pages/item.aspx?num=53596 Brokers and Order Flow Leakage: Evidence from Fire Sales... View Details
Keywords: Sean Silverthorne
  • Web

Behavioral Finance & Financial Stability

Diffusion in the Stock Market By: Marco Di Maggio , Francesco Franzoni & Amir Kermani NOV 2019 More Info Brokers and Order Flow Leakage: Evidence... View Details
  • Web

Research - Behavioral Finance & Financial Stability

Barbon , Marco Di Maggio , Francesco Franzoni & Augustin Landier AUG 2019 Do brokers spread order flow information... View Details