Title :
Price impact of block trading about different capital stock
Author :
Rao, Yin Lan ; Zhao, Zhen Yu
Author_Institution :
Coll. of Econ., Shanghai Univ., Shanghai, China
Abstract :
This article used the event study method to study the sample stock of shang hai stock exchange, the research indicated that the block trading paid certain influence on the stock price, as the capital size of stock and the market environment change, the result will different.
Keywords :
pricing; share prices; stock markets; Shang Hai stock exchange; block trading; capital stock; market environment change; price impact; stock price; Bismuth; Educational institutions; Investments; Microstructure; Nickel; Stock markets; Abnormal return; Block trading; Event study method; Price impact;
Conference_Titel :
Artificial Intelligence, Management Science and Electronic Commerce (AIMSEC), 2011 2nd International Conference on
Conference_Location :
Deng Leng
Print_ISBN :
978-1-4577-0535-9
DOI :
10.1109/AIMSEC.2011.6010625
