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Information disclosure and stock liquidity : evidence from Borsa Italiana
Frino, Alex; Palumbo, Riccardo; Capalbo, Francesco; … - In: Abacus : a journal of accounting, finance and business … 49 (2013) 4, pp. 423-440
Persistent link: https://www.econbiz.de/10010236031
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Asymmetry in the permanent price impact of block purchases and sales : theory and empirical evidence
Frino, Alex; Mollica, Vito; Romano, Maria Grazia; Zhou, … - In: The journal of futures markets 37 (2017) 4, pp. 359-373
Persistent link: https://www.econbiz.de/10011950679
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Asymmetry in the Permanent Price Impact of Block Purchases and Sales : Theory and Empirical Evidence
Frino, Alex - 2012
This paper extends previous research which has examined the market impact of large transactions in bull and bear markets by examining the information eff ects of trades. Previous research has demonstrated that the information effects of buy trades are greater than the information eff ects of...
Persistent link: https://www.econbiz.de/10013100806