Can market frictions really explain the price impact asymmetry of block trades? : evidence from the Saudi Stock Market
Ahmed A. Alzahrani; Andros Gregoriou; Robert Hudson
| Year of publication: |
2012
|
|---|---|
| Authors: | Alzahrani, Ahmed A. ; Gregoriou, Andros ; Hudson, Robert |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 13.2012, 2, p. 202-209
|
| Subject: | Saudi Stock Market | Bid-ask spreads | Block trades | Intraday data | Aktienmarkt | Stock market | Saudi-Arabien | Saudi Arabia | Geld-Brief-Spanne | Bid-ask spread | Wertpapierhandel | Securities trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010219486