SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The effect of block transactions on share prices
10 references·5 citing·35 second hop
The effect of block transactions on share prices (1989)The effect of block transactions on share…The Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…Equity issues and offering dilution (1986)Equity issues and offering di…Stock price effects and costs of secondary distributions (1985)Stock price effects and costs…Tests for Price Effects of New Issues of Seasoned Securities (1982)Tests for Price Effects of Ne…Measuring security price performance (1980)Measuring security price perf…Trading rules, large blocks and the speed of price adjustment (1977)Trading rules, large blocks a…Seasonality in Australian capital markets (1975)Seasonality in Australian cap…The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices (1972)The Market for Securities: Su…PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE (1972)PRICE IMPACTS OF BLOCK TRADIN…The Adjustment of Stock Prices to New Information (1969)The Adjustment of Stock Price…Price manipulation, front running and bulk trades: Evidence from India (2015)Price manipulation, front run…Institutional trading and share returns (2011)Institutional trading and sha…The determinants of the price impact of block trades: further evidence (2007)The determinants of the price…The pricing discount for limited liquidity: evidence from SWX Swiss Exchange and the Nasdaq (2005)The pricing discount for limi…The Information Content of Institutional Trades on the London Stock Exchange (2005)The Information Content of In…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Time Series Analysis: Forecasting and Control (1977)Firm Size and Turn-of-the-Year Effects in the OTC/NASDAQ Market (1989)Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach (2006)The relationship between asset growth and the cross-section of stock returns (2010)CORPORATE INCOME TAXES AND THE COST OF CAPITAL: A CORRECTION (1963)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)Corporate financing and investment decisions when firms have information that investors do not have (1984)Efficient Capital Markets: II (1991)The New Issues Puzzle (1995)Event Studies in Economics and Finance (1997)Using daily stock returns (1985)Liquidity and Asset Prices: Financial Management Implications (1988)Demand Curves for Stocks Do Slope Down: New Evidence from an Index Weights Adjustment (2000)S&P 500 Index Additions and Earnings Expectations (2003)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Volume and turn-of-the-year behavior (1984)The Efficient Market Hypothesis and Insider Trading on the Stock Market (1990)The effect of holdings data frequency on conclusions about mutual fund behavior (2009)An Empirical Evaluation of Accounting Income Numbers (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)Introductory Econometrics for Finance (2008)Dividend Policy, Growth, and the Valuation of Shares (1961)The Behavior of Stock-Market Prices (1965)The Variation of Certain Speculative Prices (1963)Underpricing of seasoned issues (1985)Influencing Managers to Change Unpopular Corporate Behavior through Boycotts and Divestitures (1995)The tax-loss selling hypothesis, market liquidity, and price pressure around the turn-of-the-year (2002)The Event Study Methodology Since 1969 (1998)Does Arbitrage Flatten Demand Curves for Stocks? (2002)Presidential Address: Asset Price Dynamics with Slow‐Moving Capital (2010)Institutional trades and intraday stock price behavior (1993)The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (1996)Presidential Address: Friction (2000)
this work references cited by second hop

References

  • 1969The Adjustment of Stock Prices to New Information3,625 cited
  • 1980Measuring security price performance3,330 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 1986Equity issues and offering dilution1,397 cited
  • 1972The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices886 cited
  • 1972PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE671 cited
  • 1985Stock price effects and costs of secondary distributions268 cited
  • 1977Trading rules, large blocks and the speed of price adjustment187 cited
  • 1975Seasonality in Australian capital markets123 cited
  • 1982Tests for Price Effects of New Issues of Seasoned Securities95 cited

Cited by

  • 2005The pricing discount for limited liquidity: evidence from SWX Swiss Exchange and the Nasdaq49 cited
  • 2015Price manipulation, front running and bulk trades: Evidence from India46 cited
  • 2005The Information Content of Institutional Trades on the London Stock Exchange41 cited
  • 2011Institutional trading and share returns39 cited
  • 2007The determinants of the price impact of block trades: further evidence

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

35 cited