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The Price Impact of Trades in Illiquid Stocks in Periods of High and Low Market Activity

L. Spierdijk, Theo Nijman and Arthur van Soest ()
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L. Spierdijk: Tilburg University, Center For Economic Research

No 2002-29, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: prices; trade; duration analysis; asymmetric information (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (4)

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