Northfields Avenue
Wollongong, New South Wales 2522
Australia
University of Wollongong
Block trades, market microstructure, futures markets, market efficiency
Microstructure; Sydney Futures Exchange; Timezones; Information Announcements
Price discovery; Futures; Swaps; High frequency trading
Exchange, pricing schedules, trade
block trades, deferred publication, futures markets, market microstructure, post-trade transparency, price impact.
Personality, Earnings management, Narcissism, Chief executive officer, Earnings announcements
Trade Characteristics, Stock Return Volatility, Information Asymmetry, Stealth Trading, Market Microstructure
Australian securities exchange, Market microstructure,Trading halts, Liquidity