The Effect Of Block Transactions On Share Prices: Australian Evidence
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Bibliographic InfoPaper provided by Rochester, Business - Managerial Economics Research Center in its series Papers with number 89-04.
Length: 26 pages
Date of creation: 1989
Date of revision:
Contact details of provider:
Postal: UNIVERSITY OF ROCHESTER, MANAGERIAL ECONOMICS RESEARCH CENTER, WILLIAM E. SIMON GRADUATE SCHOOL OF BUSINESS ADMINISTRATION, ROCHESTER NEW YORK 14627 U.S.A
Web page: http://www.simon.rochester.edu/
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prices ; financial market ; substitution;
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- Chakravarty, Sugato, 2001.
"Stealth-trading: Which traders' trades move stock prices?,"
Journal of Financial Economics,
Elsevier, vol. 61(2), pages 289-307, August.
- Sugato Chakravarty, 2002. "Stealth-Trading: Which Traders' Trades Move Stock Prices?," Finance 0201003, EconWPA.
- 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.
- Oehler, Andreas & Häcker, Mirko, 2003. "Kurseinfluss mittlerer und großer Transaktionen am deutschen Aktienmarkt," Discussion Papers 20, University of Bamberg, Chair of Finance.
- 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.
- Murphy Jun Jie Lee, 2013. "The Microstructure of Trading Processes on the Singapore Exchange," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 4.
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