Narelle K. Gordon

Macquarie University

North Ryde

Sydney, New South Wales 2109

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

384

CITATIONS

0

Scholarly Papers (4)

1.

Informed Trade, Uninformed Trade, and Stock Price Delay

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 31 Posted: 31 Jan 2013 Last Revised: 30 Mar 2016
Narelle K. Gordon and Qiongbing Wu
Macquarie University and Western Sydney University
Downloads 146 (137,909)

Abstract:

Informed Trade, Uninformed Trade, PIN, Information Diffusion, Investor Recognition, Price Delay

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 K. Gordon, Edward J. Watts and Qiongbing Wu
Macquarie University, Macquarie University, Faculty of Business and Economics and Western Sydney University
Downloads 104 (200,226)

Abstract:

Informed Trade, PIN, Information Asymmetry, Information Risk

The High Volume Return Premium and Changes in Investor Recognition

Number of pages: 39 Posted: 15 Feb 2014
Narelle K. Gordon, Edward J. Watts and Qiongbing Wu
Macquarie University, Macquarie University, Faculty of Business and Economics and Western Sydney University
Downloads 78 (258,298)

Abstract:

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 K. Gordon, Edward J. Watts and Qiongbing Wu
Macquarie University, Macquarie University, Faculty of Business and Economics and Western Sydney University

Abstract:

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

4.

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 K. Gordon, Edward J. Watts and Qiongbing Wu
Macquarie University, Macquarie University, Faculty of Business and Economics and Western Sydney University
Downloads 9 (463,663)

Abstract:

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