An event time study of the price reaction to large retail trades
Year of publication: |
2009
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Authors: | Frino, Alex ; Jarnecic, Elvis ; Lepone, Andrew |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 49.2009, 2, p. 617-632
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Subject: | Börsenkurs | Share price | Handelsvolumen der Börse | Trading volume | Ankündigungseffekt | Announcement effect | Geld-Brief-Spanne | Bid-ask spread | Australien | Australia | 2000-2001 |
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