DocumentCode
3174540
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
fYear
2011
fDate
8-10 Aug. 2011
Firstpage
6707
Lastpage
6710
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/AIMSEC.2011.6010625
Filename
6010625
Link To Document