I’m by no means an “expert”, though I’ve spent a fair amount of time studying this and writing quant software.

There is no answer to this question.

80% of the time, even relatively small “iceberg” type orders from a small time trader like me have effects on price.  The more thinly traded the ticker, the bigger the effect.

There are three important starting places to study this question, in this order:
#1 dark pools ( see https://squeezemetrics.com/monitor/dix )
40% to 60% of large trades are now done in dark pools.
#2 the “closing auction” at 4pm
#3 the “on balance volume” technical chart indicator.