Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange
| Year of publication: |
2005
|
|---|---|
| Authors: | Frino, Alex ; Jarnecic, Elvis ; Johnstone, David ; Lepone, Andrew |
| Published in: |
Pacific-Basin Finance Journal. - Elsevier, ISSN 0927-538X. - Vol. 13.2005, 3, p. 247-262
|
| Publisher: |
Elsevier |