EconPapers    
Economics at your fingertips  
 

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
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3) Track citations by RSS feed

Downloads: (external link)
http://www.esocialsciences.org/Download/repecDownl ... &AId=2618&fref=repec

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ess:wpaper:id:2618

Access Statistics for this paper

More papers in Working Papers from eSocialSciences
Bibliographic data for series maintained by Padma Prakash ().

 
Page updated 2024-01-01
Handle: RePEc:ess:wpaper:id:2618