La Trobe University - La Trobe Business School
Information-based trading, return autocorrelation, private information, dispersion in beliefs
Hidden Markov process, Information-based trading, Information asymmetry, Public information, Earnings announcement
R&D investments, Dividend payout, Semi-mandatory dividend policy, China, Equity financing
Hidden Markov process, Information-based trading, Monte Carlo simulation
Euro equity markets, country effect, industry effect, portfolio diversification, crisis
Dividend imputation; Taxation; Stock returns; Risk tolerance
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Exchange traded fund, Index return volatility, Efficient price, Private information, Investor disagreement, Information‐based trading
industry tournament incentives, CEO, corporate innovation, risk-taking
Exchange Traded Fund, Index Return Volatility, Efficient Price, Private Information, Investor Disagreement, Information-based Trading.
Ex-dividend, Trading Volume, Institutional Ownership, Franking Credit, Dividend imputation system
Earnings announcement; Institutional investor; Superannuation fund; Foreign and domestic investors; Informed trading
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