Asymmetry in the permanent price impact of block purchases and sales : theory and empirical evidence
Alex Frino, Vito Mollica, Maria Grazia Romano, and Zeyang Zhou
| Year of publication: |
April 2017
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|---|---|
| Authors: | Frino, Alex ; Mollica, Vito ; Romano, Maria Grazia ; Zhou, Zeyang |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 37.2017, 4, p. 359-373
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| Subject: | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Handelsvolumen der Börse | Trading volume | Schätzung | Estimation | USA | United States | 2014-2016 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.21822 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011950679