| [1] | A.Frino,Mollica,Walter,Asymmetric price behaviour surrounding block trades:A market microstructure explanation,workingpaper,2003.University of sydney. |
| [J],Journal of Financial Economics,1987,Vol.19:237-268. | |
| [3] | Chan,L.,J.Lakonishok,,Institutional trades and intraday stock price behavior[J],Journal of Financial Economics,1993,Vol.33:173-199. |
| [4] | Gemmill,G,,Transparency and Liquidity:A Study of Block Trades in the London Stock Exchange under Different PublicationRules[J],Journal of Finance,1996,Vol.51:1765-1790. |
| [5] | Aitken,M.J.,A.Frino,Asymmetry in stock returns following block trades on the Australian Stock Exchange:A note[J],Abacus,1996,Vol.31:54-61. |
| [6] | Saar,G,Price impact asymmetry of block trades:An institutional trading explanation[J],Review of Financial Studies,200.,Vol..4:..53-..8.. |
| [7] | Chiyachantana,Jain,Jiang et al,international Evidence on institutional trading behavior and price impact[J].Journal of Finance,2004,april:869-897. |
| [8] | H.D.Anderson,S.Cooper,S.K.Prevost,Block trade price asymmetry and changes in depth:evidence from the Australian stockexchange[J].The financial review,2006,vol 41,no 2. |
| [9] | Holthausen,R.,Leftwich,R.,and D.Myers,The effect of large block transactions on security prices:A cross-sectional analysis |
| [10] | Holthausen,R.,Leftwich,R.,and D.Myers,Large-block transactions,the speed of response,and temporary and permanentstock-price effects[J],Journal of Financial Economics,1990,Vol.26:71-95. |
| [11] | Andrew Ellul,Ripples.through markets:Inter-market impacts generated by large trades Journal of Financial Economics[J],2006,forthcoming. |
| [12] | Keim,D.B.,A.Madhavan,Transactions costs and investment style:An inter-exchange analysis of institutional equity trades[J],Journal of Financial Economics,1997,Vol.46:265-292. |
| [13] | Keim,D.B,A.Madhavan,,The upstairs market for large-block transactions:Analysis and measurement of price effects[J],Review of Financial Studies,1996,Vol.9:1-36. |