Trading rules, large blocks and the speed of price adjustment

Author:

Dann Larry Y.,Mayers David,Raab Robert J.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference19 articles.

1. Price movements in speculative markets: Trends or random walks;Alexander;Industrial Management Review,1961

2. Price movements in speculative markets: Trends or random walks, Number 2;Alexander;Industrial Management Review,1964

3. Determinants of bid-asked spreads in the over-the-counter market;Benston;Journal of Financial Economics,1974

4. The costs of transacting;Demsetz;Quarterly Journal of Economics,1968

5. The behavior of stock market prices;Fama;Journal of Business,1965

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