The determinants of the price impact of block trades: further evidence
Author:
Publisher
Wiley
Subject
Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-6281.2007.00219.x/fullpdf
Reference40 articles.
1. An Intraday Analysis of the Probability of Trading on the ASX at the Asking Price
2. Asymmetry in Stock Returns Following Block Trades on the Australian Stock Exchange: A Note
3. Execution costs associated with institutional trades on the Australian Stock Exchange
4. The effect of block transactions on share prices
5. Stealth trading and volatility
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