Mercorelli, Louis R.; Michayluk, David; Hall, Anthony D. - Finance Discipline Group, Business School - 2008
or more of the trading costs are
expected to change with this event.
On Monday November 28
th
2005, the ASX … to trade more because fewer front-runners results in lower
costs. This change to anonymity is an ideal event with which … frequency data
around an event and they have some correlation with other information asymmetry
measures, the models are useful …