Price impact of block trades : the curious case of downstairs trading in the EU emissions futures market
Year of publication: |
January-February 2016
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Authors: | Ibikunle, Gbenga ; Gregoriou, Andros ; Pandit, Naresh R. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 22.2016, 1/3, p. 120-142
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Subject: | carbon futures | block trades | price impact | high-frequency trades | European Union emissions trading scheme (EU-ETS) | determinants | liquidity | Emissionshandel | Emissions trading | EU-Staaten | EU countries | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price | Treibhausgas-Emissionen | Greenhouse gas emissions |
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