Informed trading and the price impact of block trades : a high frequency trading analysis
Year of publication: |
November 2017
|
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Authors: | Sun, Yuxin ; Ibikunle, Gbenga |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 54.2017, p. 114-129
|
Subject: | Informed trading | Block trades | Transparency | Opacity | Price impact | Price discovery | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Asymmetrische Information | Asymmetric information | Elektronisches Handelssystem | Electronic trading | Marktmikrostruktur | Market microstructure | Insiderhandel | Insider trading |
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