Dept of Economics and Finance
La Trobe University
Bundoora, VIC 3086
C/- University of Queensland Business School
St Lucia, 4071 Brisbane
La Trobe University - Department of Economics and Finance
Information-based trading, return autocorrelation, private information, dispersion in beliefs
Hidden Markov process, Information-based trading, Information asymmetry, Public information, Earnings announcement
Euro equity markets, country effect, industry effect, portfolio diversification, crisis
Exchange Traded Fund; Stock Index Return Volatility; Efficient Price Innovation Variance; Private Information; Investor Disagreement.
Dividend imputation; Tax; Stock returns; Risk tolerance
Ex-dividend, Trading Volume, Institutional Ownership, Franking Credit, Dividend imputation system
Hidden Markov process, Information-based trading, Monte Carlo simulation
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