At what volume will a single stock trade typically move the market of
a stock in the Dow Jones Industrial Average?

Of course, there is no one right answer to this questions.  Rather, I
would love to have a summary of available research that analyzes this
issue.

Ideally, there is information that relates the size of a stock order
to the movement of a stock's price.  A graph or chart showing this
relationship for heavily-traded U.S. stocks would be perfect.

I believe that above some volume, stock orders are typcially handled
as block trades and negotiated privately rather than in the open
market.

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Clarification of Question by amosdavidson-ga on 27 Jul 2006 17:45 PDT

By movement I mean percentage change in price.  Of course, movement
would not be a binary outcome (no movement vs. movement) but rather I
am looking for some evidence of the relationship between the volume
(shares or dollars) of a stock trade and the degree of stock price
movement.  Thank you for your comment.

You have to define movement for us. (i.e. what percentage or dollar value change)