Edward J. Watts

Macquarie University, Macquarie Business School

New South Wales 2109

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

233

CITATIONS

0

Scholarly Papers (3)

The High Volume Return Premium and Changes in Investor Recognition

Number of pages: 39 Posted: 15 Feb 2014
Narelle Gordon, Edward J. Watts and Qiongbing Wu
Macquarie University, Macquarie University, Macquarie Business School and Western Sydney University
Downloads 96 (271,008)

Abstract:

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Investor Recognition, High Volume Return Premium, Breadth of Ownership, Institutional Ownership, Disagreement

The High Volume Return Premium and Changes in Investor Recognition

26th Australasian Finance and Banking Conference 2013
Posted: 20 Aug 2013 Last Revised: 14 Feb 2014
Narelle Gordon, Edward J. Watts and Qiongbing Wu
Macquarie University, Macquarie University, Macquarie Business School and Western Sydney University

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Investor Recognition, High Volume Return Premium, Breadth of Ownership, Institutional Ownership, Disagreement

2.

Information Asymmetry, Information Attributes and Industry Sector Returns

25th Australasian Finance and Banking Conference 2012
Number of pages: 35 Posted: 18 Aug 2012 Last Revised: 11 Jul 2013
Narelle Gordon, Edward J. Watts and Qiongbing Wu
Macquarie University, Macquarie University, Macquarie Business School and Western Sydney University
Downloads 118 (233,208)

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Informed Trade, PIN, Information Asymmetry, Information Risk

3.

Information Attributes, Information Asymmetry and Industry Sector Returns

Pacific-Basin Finance Journal, Vol. 26, No. 156-175, 2014
Number of pages: 20 Posted: 25 Aug 2015
Narelle Gordon, Edward J. Watts and Qiongbing Wu
Macquarie University, Macquarie University, Macquarie Business School and Western Sydney University
Downloads 19 (521,212)

Abstract:

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PIN, information asymmetry, information attributes, speculative stocks, sector returns