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The effect of block transactions on share prices : Australian evidence

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  • Ball, Ray
  • Finn, Frank J.
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File URL: http://www.sciencedirect.com/science/article/B6VCY-45F90R9-B5/2/6b277a67decab330431927e159b6929f
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Bibliographic Info

Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 13 (1989)
Issue (Month): 3 (July)
Pages: 397-419

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Handle: RePEc:eee:jbfina:v:13:y:1989:i:3:p:397-419

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Web page: http://www.elsevier.com/locate/jbf

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Cited by:
  1. Loderer, Claudio & Roth, Lukas, 2005. "The pricing discount for limited liquidity: evidence from SWX Swiss Exchange and the Nasdaq," Journal of Empirical Finance, Elsevier, vol. 12(2), pages 239-268, March.
  2. Chakravarty, Sugato, 2001. "Stealth-trading: Which traders' trades move stock prices?," Journal of Financial Economics, Elsevier, vol. 61(2), pages 289-307, August.
  3. 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.
  4. Oehler, Andreas & Häcker, Mirko, 2003. "Kurseinfluss mittlerer und großer Transaktionen am deutschen Aktienmarkt," Discussion Papers 20, University of Bamberg, Chair of Finance.

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