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The determinants of the price impact of block trades: further evidence

✍ Scribed by Alex Frino; Elvis Jarnecic; Andrew Lepone

Book ID
110936206
Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
96 KB
Volume
43
Category
Article
ISSN
0001-3072

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✍ Eugene J. Moriarty; Paula A. Tosini πŸ“‚ Article πŸ“… 1985 πŸ› John Wiley and Sons 🌐 English βš– 462 KB πŸ‘ 1 views

A on cash markets, in particular the effect on the volatility of prices in the underlying markets. Numerous empirical analyses of this issue have been published, first for agricultural futures and more recently involving financial futures. While these studies are quite diverse in terms of their defi