In this paper we examine the price impact of block trades for FTSE 100 firms over the time period 1998-2004. Resembling previous research we find evidence of an asymmetric price impact between block purchases and sales. We suggest that bid-ask bias may be a new conjecture to the asymmetry in the differences in buyer and seller initiated trades
Empirical research in finance documented the existence of a permanent price impact asymmetry between...
This paper extends previous research which has examined the market impact of large transactions in ...
This article extends previous literature which examines the determinants of the price impact of bloc...
In this paper we examine the price impact of block trades for FTSE 100 firms over the time period 19...
This paper analyses the price behavior surrounding block transactions on the Australian Stock Exchan...
We empirically examine the price impact of block trades, in the Saudi Stock Market over the time pe...
We empirically examine the price impact of block trades, in the Saudi Stock Market over the time pe...
This paper extends previous research which has examined the market impact of large transactions in b...
This paper extends previous research which has examined the market impact of large transactions in b...
This paper extends previous research which has examined the market impact of large transactions in b...
This paper extends previous research which has examined the market impact of large transactions in b...
This paper extends previous research which has examined the market impact of large transactions in b...
This paper extends previous research which has examined the market impact of large transactions in b...
Previous research has identified that the information effects of buyer-initiated trades are greater ...
Empirical research in finance documented the existence of a permanent price impact asymmetry between...
Empirical research in finance documented the existence of a permanent price impact asymmetry between...
This paper extends previous research which has examined the market impact of large transactions in ...
This article extends previous literature which examines the determinants of the price impact of bloc...
In this paper we examine the price impact of block trades for FTSE 100 firms over the time period 19...
This paper analyses the price behavior surrounding block transactions on the Australian Stock Exchan...
We empirically examine the price impact of block trades, in the Saudi Stock Market over the time pe...
We empirically examine the price impact of block trades, in the Saudi Stock Market over the time pe...
This paper extends previous research which has examined the market impact of large transactions in b...
This paper extends previous research which has examined the market impact of large transactions in b...
This paper extends previous research which has examined the market impact of large transactions in b...
This paper extends previous research which has examined the market impact of large transactions in b...
This paper extends previous research which has examined the market impact of large transactions in b...
This paper extends previous research which has examined the market impact of large transactions in b...
Previous research has identified that the information effects of buyer-initiated trades are greater ...
Empirical research in finance documented the existence of a permanent price impact asymmetry between...
Empirical research in finance documented the existence of a permanent price impact asymmetry between...
This paper extends previous research which has examined the market impact of large transactions in ...
This article extends previous literature which examines the determinants of the price impact of bloc...