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Trading volume and information asymmetry : routine versus nonroutine earnings announcements in Australia

Mahipala, Thusitha; Chan, Howard Wei-hong; Faff, Robert W. - In: Applied financial economics 19 (2009) 19/21, pp. 1737-1752

Focussing on earnings-related rather than different classes of corporate announcements as in Chae (2005), we examine trading volume behaviour and the role played by informed and uninformed investors around routine and nonroutine announcements. Prior to preliminary final earnings announcements,...

Persistent link: https://www.econbiz.de/10003904322

The influence of time, seasonality and market state on momentum : insights from the Australian stock market

Phua, Victor; Chan, Howard Wei-hong; Faff, Robert W.; … - In: Applied financial economics 20 (2010) 19/21, pp. 1547-1563

Persistent link: https://www.econbiz.de/10009011588

A multifactor model of gold industry stock returns : evidence from the Australian equity market

Faff, Robert W. - In: Applied financial economics 8 (1998) 1, pp. 21-28

Persistent link: https://www.econbiz.de/10001240716

The effect of volatility estimates in the valuation of underwritten rights issues

Chan, Howard Wei-hong - In: Applied financial economics 7 (1997) 5, pp. 473-480

Persistent link: https://www.econbiz.de/10001229841

Old volatility - ARCH effects in 19th century consol data

Mitchell, Heather; Brown, Rob; Easton, Stephen - In: Applied financial economics 12 (2002) 4, pp. 301

Persistent link: https://www.econbiz.de/10007664672