Luca Galati

University of Wollongong

Northfields Avenue

Wollongong, NSW 2522

Australia

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Scholarly Papers (1)

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Reporting Delays and the Information Content of Off-Market Trades

Number of pages: 28 Posted: 23 Nov 2021
Alex Frino, Luca Galati and Dionigi Gerace
University of Wollongong, University of Wollongong and The University of Sydney
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Abstract:

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block trades, deferred publication, futures markets, market microstructure, post-trade transparency, price impact.