Yang Sun

School of Accounting, Economics and Finance, Deakin University

221 Burwood Highway

Burwood, Victoria 3215

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

144

CITATIONS

1

Scholarly Papers (2)

1.

Dynamic Volume-Return Relation, Information Asymmetry, and Trade Size: An Analysis of Australian Market

Finance and Corporate Governance Conference 2011 Paper
Number of pages: 36 Posted: 01 Dec 2010 Last Revised: 05 Sep 2014
School of Accounting, Economics and Finance, Deakin University, Monash University - Department of Banking and Finance and Deakin University - School of Accounting, Economics and Finance
Downloads 93 (274,616)
Citation 1

Abstract:

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size, Information Asymmetry, Volume, Return

2.

Information Asymmetry, Trade Size, and the Dynamic Volume-Return Relation: Evidence from the Australian Securities Exchange

Financial Review, Forthcoming
Number of pages: 38 Posted: 29 May 2014
School of Accounting, Economics and Finance, Deakin University, Monash University - Department of Banking and Finance and Deakin University - School of Accounting, Economics and Finance
Downloads 51 (380,211)

Abstract:

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Trade-size, Information Asymmetry, Volume-Return Relation