Purpose – There is conjecture that small and mid-cap companies in highly speculative industries use frequent and repetitive disclosure to promote price volatility and heighten market interest. Excessive disclosure could indicate instances of self-promotion or poor disclosure practices, and...

This paper examines the dynamics of quoted bid-ask spreads, price volatility and percentage trading volume for the most liquid interest rate futures trading on the Sydney Futures Exchange. Using data for both the overnight and intraday markets of the Sydney Futures Exchange, patterns contrast...

The purpose of this paper is to determine whether time weighted consensus estimates offer a more effective method for predicting company actual EPS figures than simple mean or median analysis. The study aims to construct a more comprehensive earnings forecast signal using analyst earnings...