مرکز منطقه ای اطلاع رساني علوم و فناوري - Bid–ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchang

Title of article :

Bid–ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchang

Author/Authors :

Alex Frino، نويسنده , , Elvis Jarnecic، نويسنده , , David Johnstone، نويسنده , , Andrew Lepone، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

247

To page :

262

Keywords :

Block trades , market microstructure , Australian stock exchange

Journal title :

Pacific-Basin Finance Journal

Serial Year :

2005

Journal title :

Pacific-Basin Finance Journal

Record number :

249413

Link To Document :