Price impact asymmetry of institutional trading in Chinese stock market
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- Alzahrani, Ahmed A. & Gregoriou, Andros & Hudson, Robert, 2012. "Can market frictions really explain the price impact asymmetry of block trades? Evidence from the Saudi Stock Market," Emerging Markets Review, Elsevier, vol. 13(2), pages 202-209.
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This paper has been announced in the following NEP Reports:- NEP-MST-2011-11-01 (Market Microstructure)
- NEP-TRA-2011-11-01 (Transition Economics)
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