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The determinants of the price impact of block trades: further evidence

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  • Alex Frino
  • Elvis Jarnecic
  • Andrew Lepone
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    File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-6281.2007.00219.x
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    Bibliographic Info

    Article provided by Accounting Foundation, University of Sydney in its journal Abacus.

    Volume (Year): 43 (2007)
    Issue (Month): 1 ()
    Pages: 94-106

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    Handle: RePEc:bla:abacus:v:43:y:2007:i:1:p:94-106

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    Web page: http://www.blackwellpublishing.com/journal.asp?ref=0001-3072

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    Cited by:
    1. Fei Ren & Li-Xin Zhong, 2011. "Price impact asymmetry of institutional trading in Chinese stock market," Papers 1110.3133, arXiv.org.
    2. Ren, Fei & Zhong, Li-Xin, 2012. "The price impact asymmetry of institutional trading in the Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(8), pages 2667-2677.
    3. Agarwalla, Sobhesh Kumar & Pandey, Ajay, . "Price Impact of Block Trades and Price Behavior Surrounding Block Trades in Indian Capital Market," IIMA Working Papers WP2010-04-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
    4. Ajay Pandey & Sobhesh Kumar Agarwalla, 2010. "Price Impact of Block Trades and Price Behavior Surrounding Block Trades in Indian Capital Market," Working Papers id:2618, eSocialSciences.

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