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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
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Financial fragility, heterogeneous agents, and aggregate fluctuations : evidence from a panel of US firms
Stanca, Luca; Delli Gatti, Domenico; Gallegati, Mauro - In: Applied financial economics 9 (1999) 1, pp. 87-99
Persistent link: https://www.econbiz.de/10001363844
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Information content of bank insider trading
Madura, Jeff - In: Applied financial economics 5 (1995) 4, pp. 219-227
Persistent link: https://www.econbiz.de/10001186668
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A model and empirical test of the strong form efficiency of US capital markets : more evidence of insider trading profitability
Kara, Ahmet - In: Applied financial economics 8 (1998) 3, pp. 211-220
Persistent link: https://www.econbiz.de/10001244172
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Estimation of value-at-risk under jump dynamics and asymmetric information
Chiu, Chien-liang; Lee, Ming-chih; Hung, Jui-cheng - In: Applied financial economics 15 (2005) 15, pp. 1095-1106
Persistent link: https://www.econbiz.de/10003213436
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Efficiency in Australian building societies : an econometric cost function approach using panel data
Worthington, Andrew C. - In: Applied financial economics 8 (1998) 5, pp. 459-467
Persistent link: https://www.econbiz.de/10001363720
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Forecasing index volatility : sampling interval and non-trading effects
Walsh, David M.; Tsou, Glenn Yu-Gen - In: Applied financial economics 8 (1998) 5, pp. 477-485
Persistent link: https://www.econbiz.de/10001363726
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The Fisher effect and Australian interest rates
Hawtrey, Kim M. - In: Applied financial economics 7 (1997) 4, pp. 337-346
Persistent link: https://www.econbiz.de/10001226984
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ARCH modelling of Australian bilateral exchange rate data
McKenzie, Michael D. - In: Applied financial economics 7 (1997) 2, pp. 147-164
Persistent link: https://www.econbiz.de/10001227575
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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