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Asymmetry in the Permanent Price Impact of Block Purchases and Sales: Theory and Empirical Evidence
Author(s) -
Alex Frino,
Vito Mollica,
Maria Grazia Romano
Publication year - 2012
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2145720
Subject(s) - information asymmetry , empirical evidence , sample (material) , financial economics , economics , business , monetary economics , microeconomics , philosophy , epistemology , chemistry , chromatography

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