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

Ajay Pandey () and Sobhesh Kumar Agarwalla ()

Working Papers from eSocialSciences

Abstract: 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]

Keywords: Block Trades; Market Microstructure; All-or-None Trades (search for similar items in EconPapers)
Date: 2010-06
New Economics Papers: this item is included in nep-mst
Note: Institutional Papers
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