Price Impact of Block Trades and Price Behavior Surrounding Block Trades in Indian Capital Market

This paper analyzes the permanent (information effect) and temporary (liquidity effect) impact of block trades transacted in the National Stock Exchange of India.[W.P. No. 2010-04-02]

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Year of publication:	2010-06
Authors:	Pandey, Ajay ; Agarwalla, Sobhesh Kumar
Institutions:	eSocialSciences
Subject:	Block Trades \| Market Microstructure \| All-or-None Trades

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Series:	Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Institutional Papers
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008495311