If you had that kind of money for a trade I seriously doubt you would be indulging in stocks where you could move markets. Equally when you head for the exit you may discover there isn't the opposite side of the market willing to absorb your sell off.
It is all about liquidity hence the reason why you see a big spike especially in Speckie stocks and then the last man accumulating have to wait for the next liquidity usually news driven to get out.
