The Information Content of Delayed Block Trades in Decentralised Markets
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References listed on IDEAS
- Seppi, Duane J, 1990. "Equilibrium Block Trading and Asymmetric Information," Journal of Finance, American Finance Association, vol. 45(1), pages 73-94, March.
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More about this item
Keywords
block trading; decentralised markets; information efficiency; informed trading; market microstructure; price impact;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- D47 - Microeconomics - - Market Structure, Pricing, and Design - - - Market Design
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MST-2024-04-08 (Market Microstructure)
- NEP-PAY-2024-04-08 (Payment Systems and Financial Technology)
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