Information asymmetry, trade size, and the dynamic volume-return relation : evidence from the Australian securities exchange
Year of publication: |
2014
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Authors: | Sun, Yang ; Huu Nhan Duong ; Singh, Harminder |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 49.2014, 3, p. 539-564
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Subject: | trade size | information asymmetry | volume-return relation | Asymmetrische Information | Asymmetric information | Australien | Australia | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading |
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