Price Impact of Block Trades and Price Behavior Surrounding Block Trades in Indian Capital Market

Published By: IIM-A on eSS | Published Date: April, 29 , 2010

This paper analyzes the permanent (information effect) and temporary (liquidity effect) impact of block trades transacted in the National Stock Exchange of India.[W.P. No. 2010-04-02]

Author(s): Ajay Pandey, Sobhesh Kumar Agarwalla | Posted on: Jun 29, 2010 | Views(2358) | Download (1626)


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