Van Dang

University of South Australia - School of Commerce

37-44 North Terrace

Adelaide, South Australia 5000

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

122

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Easy to Parse, Easy to Trade

Number of pages: 42 Posted: 25 Feb 2021
Van Dang and Leo Liu
University of South Australia - School of Commerce and University of New South Wales (UNSW)
Downloads 90 (387,221)

Abstract:

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Algorithmic Trading,Textual Analysis,Market Liquidity,News Readability,Firm-specific News

2.

Discretion over Regulation: The Effectiveness of a Post-trade Transparency Regime

Number of pages: 32 Posted: 17 Jul 2020 Last Revised: 25 Feb 2021
University of South Australia - School of Commerce, Polytechnic University of Marche - Department of Management and Macquarie Graduate School of Management
Downloads 32 (617,148)

Abstract:

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Discrete Duration,Post-trade Transparency,Survival Analysis,Hazard Function,Deferred Publication,Information Schedule,Block Trades