Building blocks : An introduction to block trading
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Banking & Finance.
Volume (Year): 11 (1987)
Issue (Month): 2 (June)
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Web page: http://www.elsevier.com/locate/jbf
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- Chakravarty, Sugato, 2001.
"Stealth-trading: Which traders' trades move stock prices?,"
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- Sugato Chakravarty, 2002. "Stealth-Trading: Which Traders' Trades Move Stock Prices?," Finance 0201003, EconWPA.
- Boehmer, Ekkehart, 2005. "Dimensions of execution quality: Recent evidence for US equity markets," Journal of Financial Economics, Elsevier, vol. 78(3), pages 553-582, December.
- Ellul, Andrew, 2006. "Ripples through markets: Inter-market impacts generated by large trades," Journal of Financial Economics, Elsevier, vol. 82(1), pages 173-196, October.
- Dimitri Vayanos & Jiang Wang, 2012.
"Market Liquidity - Theory and Empirical Evidence,"
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dp709, Financial Markets Group.
- Babbel, David F. & Merrill, Craig B. & Meyer, Mark F. & de Villiers, Meiring, 2004.
"The Effect of Transaction Size on Off-the-Run Treasury Prices,"
Journal of Financial and Quantitative Analysis,
Cambridge University Press, vol. 39(03), pages 595-611, September.
- David F. Babbel & Craig B. Merrill & Mark F. Meyer & Meiring de Villiers, 2001. "The Effect of Transaction Size on Off-the-Run Treasury Prices," Center for Financial Institutions Working Papers 01-03, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Ghysels, Eric & Cherkaoui, Mouna, 2003. "Emerging markets and trading costs: lessons from Casablanca," Journal of Empirical Finance, Elsevier, vol. 10(1-2), pages 169-198, February.
- Riva, Fabrice, 2000. "Le marché des blocs hors-CAC : un supplément de liquidité pour la Bourse de Paris ?," Economics Papers from University Paris Dauphine 123456789/9810, Paris Dauphine University.
- LaPlante, Michele & Muscarella, Chris J., 1997. "Do institutions receive comparable execution in the NYSE and Nasdaq markets? A transaction study of block trades," Journal of Financial Economics, Elsevier, vol. 45(1), pages 97-134, July.
- Mouna Cherkaoui & Eric Ghysels, 1999. "Emerging Markets and Trading Costs," CIRANO Working Papers 99s-04, CIRANO.
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