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

Pacific Basin Finance Journal

Volumn 13, Issue 3, 2005, Pages 247-262

  Frino, Alex ^a   Jarnecic, Elvis ^a   Johnstone, David ^a   Lepone, Andrew ^a  

^a UNIVERSITY OF SYDNEY   (Australia)

Author keywords

Australian Stock Exchange; Block trades; Market microstructure

Indexed keywords

EID: 20044380410     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.pacfin.2004.11.003     Document Type: Article

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