Browsing DiSES Working Papers by Author "Mollica, Vito"
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Asymmetry in the permanent price impact of block purchases and sales: theory and empirical evidence
Frino, Alex; Mollica, Vito; Romano, Maria Grazia (2012)This paper extends previous research which has examined the market impact of large transactions in bull and bear markets by examining the information effects of trades. Previous research has demonstrated that the information ...