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.
Social media, Twitter, Sentiment, Options, Implied volatility
Trade Characteristics, Stock Return Volatility, Information Asymmetry, Stealth Trading, Market Microstructure
Australian securities exchange, Market microstructure,Trading halts, Liquidity