Saphhire Cooper

Bank of New Zealand

Auckland

New Zealand

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Block Trade Price Asymmetry and Changes in Depth: Evidence from the Australian Stock Exchange

Massey University, Department of Finance, Banking & Property Working Paper No. 02-02

Number of pages: 35 Posted: 06 May 2002

Hamish D. Anderson, Saphhire Cooper and Andrew K. Prevost

Massey University - School of Economics and Finance, Bank of New Zealand and University of Vermont

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