Mudalige, Priyantha; Kalev, Petko S; Duong, Huu Nhan - In: International Journal of Managerial Finance 12 (2016) 4, pp. 422-444
Purpose – The purpose of this paper is to investigate the immediate impact of firm-specific announcements on the trading volume of individual and institutional investors on the Australian Securities Exchange (ASX), during a period when the market becomes fragmented. Design/methodology/approach...