C/- University of Queensland Business School
St Lucia, 4071 Brisbane
Monash University - Department of Banking and Finance
in Total Papers Downloads
size, Information Asymmetry, Volume, Return
Institutional and Individual Investors; Competing and Announcing Firms; Returns; Net Order Flow; Earnings Announcements; Informed Trading
Fill-and-Kill orders, All-or-Nothing orders, Institutional Investors, Price Impact, High Frequency Trading
Institutional investors, Individual investors, Abnormal volume, Standard volume, Firm specific news, Scheduled news, Unscheduled news
Market Impact, Indexing, High Frequency Trading, Nonparametric, Generalized Additive Models
Market Impact, Trading Costs, Out-of-sample forecasting
Volatility, Information flow, Jump
Institutional investors, Individual investors, Standard volume, Abnormal volume, Firm-specific announcements, Scheduled announcements, Unscheduled announcements
Trade-size, Information Asymmetry, Volume-Return Relation
Individual investors, Future stock returns, Algorithmic trading, Liquidity provision, Informed trading
Directors’ trading, abnormal returns, information content, operating performance
Limit Order Book, Pre-trade Transparency, Information Content, Interest Rate Futures
Anonymity; Institutional investors; Individual investors; Order submissions
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File name: FIRE.
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trade size, information asymmetry, volume‐return relation
Stock Liquidity, Foreign Competition, Import Tariff
File name: IRFI.
CEO Power, Stock Price Crash Risk, Takeover Index, Earnings Management, Tax Avoidance, CFO Option Incentives, CEO Overconfidence
Institutional investors, Individual investors, Trading volume, Abnormal volume, Firm-specific announcements, Scheduled announcements, Unscheduled announcements
Dividend initiations, options trading, O/S, call/put options, volatility surface, abnormal earnings, stock liquidity
Limit order book, Institutional and individual investors, Order aggressiveness
Accelerated share repurchase, options trading, option to shares ratio, option volume, option liquidity, pseudo analysis, implied volatility skew and spread, volatility surface.
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