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Trading rules, large blocks and the speed of price adjustment

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Author Info
Dann, Larry Y.
Mayers, David
Raab, Robert Jr.
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 4 (1977)
Issue (Month): 1 (January)
Pages: 3-22
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Handle: RePEc:eee:jfinec:v:4:y:1977:i:1:p:3-22

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Web page: http://www.elsevier.com/locate/inca/505576

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  1. Colin F. Camerer, 1998. "Can Asset Markets Be Manipulated? A Field Experiment with Racetrack Betting," Natural Field Experiments 0026, The Field Experiments Website. [Downloadable!]
  2. 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. [Downloadable!]
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  3. Narasimhan Jegadeesh & Sheridan Titman, 1990. "Short Horizon Reversals and the Bid-Ask Spread," University of California at Los Angeles, Anderson Graduate School of Management 1183, Anderson Graduate School of Management, UCLA. [Downloadable!]
  4. Carolin Häussler, 2004. "Does Partnering Pay Off? - Stock Market Reactions to Inter-Firm Collaboration Announcements in Germany," Discussion Papers 14, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
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