ASIMETRI DAMPAK-HARGA TRANSAKSI BLOK YANG DIINISIASI PEMBELI DAN PENJUAL DI PASAR REGULER BURSA EFEK INDONESIA
This study aims to show the price-impact asymmetry between block transactions initiated by buyers and those initiated by sellers. Price impact of buyer-initiated transaction is greater than that of seller-initiated. The reaction direction of buyer-initiated transaction is continuous and that of sell...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2012
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