Alzahranai, AA; Gregoriou, A; Hudson, R; Kyriacou, K - 2010
This paper examines the price impact of block trades for the 124 companies that comprise all listed firms in the Saudi ….38% for block sales. We document a price continuation post block trades and a price reversal after block sales. Sellers of … block trades in the Saudi market pay higher liquidity premiums thanbuyers of block trades. However, on average, the price …