Asymmetry in the Permanent Price Impact of Block Purchases...

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SSRN Electronic Journal 2012

Asymmetry in the Permanent Price Impact of Block Purchases and Sales: Theory and Empirical Evidence

Frino, Alex, Mollica, Vito, Romano, Maria Grazia
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Year:
2012
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2145720
File:
PDF, 474 KB
english, 2012
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