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You are incorrect.

The markets would trade at more "fair" prices (representing a a larger group of people) at slightly less frequency.

Vast sizes of stock ("block trades") already trade off-exchange in half-hourly crossings on posit, etc.



Prices for block trades aren't necessarily the same as "normal" prices. I've noticed that quite a few banks when doing VWAP calculations will do separate calculations including and excluding block trades rather than treating them as identical.


Depends on how they have agreed to price the vwap. Presumably someone trying to hit vwap is trading on the normal markets and wouldn't interact with the block trades (which are happening elsewhere and only reported to the exchanges)




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