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

Alex Frino, Elvis Jarnecic, David Johnstone and Andrew Lepone ()

Pacific-Basin Finance Journal, 2005, vol. 13, issue 3, 247-262

Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:eee:pacfin:v:13:y:2005:i:3:p:247-262

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Pacific-Basin Finance Journal is currently edited by K. Chan and S. Ghon Rhee

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