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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Working Paper: The Price Impact of Trades in Illiquid Stocks in Periods of High and Low Market Activity (2002) 
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