Asymmetric price behaviour surrounding block trades : a market microstructure explanation

Alex Frino, Vito Mollica and Terry Walter

Year of publication:	July 2003 ; [Elektronische Resource]
Other Persons:	Frino, Alex (contributor) ; Mollica, Vito (contributor) ; Walter, Terry S. (contributor)
Institutions:	Centre for Analytical Finance <Århus> (contributor)
Publisher:	Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business
Subject:	Asymmetrische Information \| Asymmetric information \| Systematischer Fehler \| Bias \| Optionsgeschäft \| Option trading \| Marktmikrostruktur \| Market microstructure

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