SURVEYING PRICE IMPACT OF BLOCK TRADES IN THE IRAN STOCK MARKET

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

AHMADPOUR AHMAD; NASIRI MEHRAB

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: FINANCIAL RESEARCH Year:2016 | Volume:18 | Issue:1 Page(s): 23-38

Download Full-Text

Persian Verion

View:

739

Download:

Cites:

Information Journal Paper

Title

SURVEYING PRICE IMPACT OF BLOCK TRADES IN THE IRAN STOCK MARKET

Author(s)

AHMADPOUR AHMAD | NASIRI MEHRAB | Issue Writer Certificate

Keywords

PRICE IMPACTQ2

INFORMATION ASYMMETRYQ2

BLOCK TRADES AND STOCK LIQUIDITYQ2

Abstract

The main purpose of this study, is surveying the factors that affect PRICE IMPACT of block Trades in the stock market. For this reason, the sample consisted of 525 block trades have been selected randomly of accepted companies in Tehran Stock Exchange, that have block trade during the period 1390 to 1392. In this paper, total, temporary and permanent PRICE IMPACT is used as dependent variables, and the size of block trade, stock price volatility, trading turnover, market return, momentum and Bid-Ask Spread are used as explanatory variables. The results show that the relationship between turn over, Market return and Bid-Ask Spread with three dependent variable (total, temporary and permanent PRICE IMPACT) are significant. Also the relationship between size of block trade with total, permanent PRICE IMPACT, the relationship between Volatility of stock price with total, temporary PRICE IMPACT and, the relationship between momentum with temporary PRICE IMPACT are significant.

Cites

No record.

References

No record.

Cite

APA: Copy

AHMADPOUR, AHMAD, & NASIRI, MEHRAB. (2016). SURVEYING PRICE IMPACT OF BLOCK TRADES IN THE IRAN STOCK MARKET. FINANCIAL RESEARCH, 18(1 ), 23-38. SID. https://sid.ir/paper/91196/en

Vancouver: Copy

AHMADPOUR AHMAD, NASIRI MEHRAB. SURVEYING PRICE IMPACT OF BLOCK TRADES IN THE IRAN STOCK MARKET. FINANCIAL RESEARCH[Internet]. 2016;18(1 ):23-38. Available from: https://sid.ir/paper/91196/en

IEEE: Copy

AHMAD AHMADPOUR, and MEHRAB NASIRI, “SURVEYING PRICE IMPACT OF BLOCK TRADES IN THE IRAN STOCK MARKET,” FINANCIAL RESEARCH, vol. 18, no. 1 , pp. 23–38, 2016, [Online]. Available: https://sid.ir/paper/91196/en

Related Journal Papers