Yang Sun

University of South Australia

37-44 North Terrace, City West Campus

Adelaide, South Australia 5001

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

37

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Pre-trade Transparency and the Information Content of the Limit Order Book

Market Microstructure and Nonlinear Dynamics - Keeping Financial Crisis in Context, edited by Gilles Dufrénot, Fredj Jawadi and Wael Louhichi (Eds), Springer-Verlag, 2014, 2012 Financial Markets & Corporate Governance Conference, 24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 31 Posted: 26 Aug 2011 Last Revised: 08 Feb 2015
Monash University - Department of Banking and Finance, La Trobe Business School and University of South Australia
Downloads 35 (448,146)

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Limit Order Book, Pre-trade Transparency, Information Content, Interest Rate Futures

2.

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

Financial Review, Vol. 49, Issue 3, pp. 539-564, 2014
Number of pages: 26 Posted: 26 Jul 2014
University of South Australia, Monash University - Department of Banking and Finance and Deakin University - School of Accounting, Economics and Finance
Downloads 2 (644,260)
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trade size, information asymmetry, volume‐return relation