Bid–ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange

✍ Scribed by Alex Frino; Elvis Jarnecic; David Johnstone; Andrew Lepone

• Book ID: 116816765
• Publisher: Elsevier Science
• Year: 2005
• Tongue: English
• Weight: 155 KB
• Volume: 13
• Category: Article
• ISSN: 0927-538X
• DOI: 10.1016/j.pacfin.2004.11.003