Memorandum on Block Trades Analysis

2011 ◽  
Author(s):  
Division of Risk, Strategy and Financial Innovation
Keyword(s):  
Block Trades

Do Institutions Receive Comparable Execution in the NYSE and Nasdaq Markets? A Transaction Study of Block Trades

CFA Digest ◽  
1998 ◽  
Vol 28 (2) ◽  
pp. 48-49
Author(s):  
Johann deVilliers
Keyword(s):  
Block Trades

Block trades in options markets

2019 ◽  
Vol 39 (8) ◽  
pp. 985-1007
Author(s):  
Eleni Gousgounis ◽  
Sayee Srinivasan
Keyword(s):  
Options Markets ◽  
Block Trades

The impact of block trades on stock price synchronicity: Evidence from China

2020 ◽  
Vol 68 ◽  
pp. 239-253 ◽  
Author(s):  
Qingbin Meng ◽  
Xuan Song ◽  
Chunlin Liu ◽  
Qun Wu ◽  
Hongchao Zeng
Keyword(s):  
Stock Price ◽  
Stock Price Synchronicity ◽  
Block Trades ◽  
The Impact

scholarly journals Information transmission around block trades on the Spanish stock exchange

2005 ◽  
Vol 15 (3) ◽  
pp. 173-186 ◽  
Author(s):  
M. A. Martínez * ◽  
M. Tapia ◽  
J. Yzaguirre
Keyword(s):  
Information Transmission ◽  
Stock Exchange ◽  
Block Trades ◽  
Spanish Stock Exchange

What Drives Shareholder Reaction and Wealth Effect in Block Trades? Evidence from the Warsaw Stock Exchange

2018 ◽  
Vol 54 (7) ◽  
pp. 1586-1607 ◽  
Author(s):  
Katarzyna Byrka-Kita ◽  
Mateusz Czerwiński ◽  
Agnieszka Preś-Perepeczo
Keyword(s):  
Stock Exchange ◽  
Wealth Effect ◽  
Block Trades ◽  
Warsaw Stock Exchange

The intra-day impact of block trades on the Australian stock exchange

1994 ◽  
Vol 11 (2) ◽  
pp. 237-253 ◽  
Author(s):  
Michael Aitken ◽  
Alex Frino ◽  
Stuart Sayers
Keyword(s):  
Stock Exchange ◽  
Block Trades

Asymmetry in Stock Returns Following Block Trades on the Australian Stock Exchange: A Note

Abacus ◽  
1996 ◽  
Vol 32 (1) ◽  
pp. 54-61 ◽  
Author(s):  
MICHAEL AITKEN ◽  
ALEX FRINO
Keyword(s):  
Stock Returns ◽  
Stock Exchange ◽  
Block Trades

Pricing and information content of block trades on the Shanghai Stock Exchange

2012 ◽  
Vol 20 (3) ◽  
pp. 378-397 ◽  
Author(s):  
Longzhen Fan ◽  
Bill Hu ◽  
Christine Jiang
Keyword(s):  
Information Content ◽  
Stock Exchange ◽  
Block Trades

Bid-ask Bounce and the Measurement of Price Behaviour Around Block Trades on the Australian Stock Exchange

2003 ◽  
Author(s):  
Alex Frino ◽  
Andrew Lepone ◽  
Elvis Jarnecic
Keyword(s):  
Stock Exchange ◽  
Block Trades
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