Caught on tape
Subtitle: institutional order flow and stock returns
By: John Y. Campbell, Tarun Ramadorai, Tuomo O. Vuolteehano.
Contributors: Ramadorai, Tarun.; Vuolteenaho, Tuomo.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 11439.; Working paper series (National Bureau of Economic Research) -- working paper no. 11439.
Publisher: National Bureau of Economic Research
Published: 2005
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 45
Subjects: Stocks -- Econometric models; Institutional investments
Notes: "June 2005."

Includes bibliographical references (p. 32-37).

Also available in PDF from the NBER world wide web site (www.nber.org).