Gregoriou, Andros - In: Journal of Economic Studies 35 (2008) 2, pp. 191-199
Purpose – This paper aims to examine the price impact of block trades for FTSE 100 firms. Design/methodology/approach – Using event studies a sample of 1.6 million block purchases and 1.2 million block sales over the time period 1998‐2005 is analysed. Findings – Once block price effects...