大大宗交易易的定定价机制制与市市场冲击击 - 金融工程
大大宗交易易的定定价机制制与市市场冲击击 - 金融工程
大大宗交易易的定定价机制制与市市场冲击击 - 金融工程
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Abstractstock information risk, and also confirms the presence of the permanent impact.Key Words: the pricing mechanism of block trading; price impact; informationriskII