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Consensus analysts' earnings forecasts and security returns

Aitken, Michael J. - In: Asia Pacific journal of management : APJM ; a … 13 (1996) 2, pp. 101-110

Persistent link: https://www.econbiz.de/10001212621

The impact of lunchtime closure on market behaviour: evidence from the Sydney Futures Exchange

Frino, Alex; Winn, Roland - In: Accounting and Finance 41 (2001) 1-2, pp. 25-40

Persistent link: https://www.econbiz.de/10005659113

The impact of lunchtime closure on market behaviour: Evidence from the Sydney Futures Exchange

Frino, Alex; Winn, Roland - In: Accounting and finance : journal of the Accounting … 41 (2001) 1-2, pp. 25-40

Persistent link: https://www.econbiz.de/10006274067

The Effect of Information Motivated Trading Halts on Price Discovery : Evidence from the Australian Stock Exchange

Aitken, Michael J. - 2008

This study examines the effects of information related trading halts on price discovery on the Australian Stock Exchange. After controlling for the effects of information, halts were found to be attributable to abnormally high trading activity, bid-ask spreads and excess volatility. Halts...

Persistent link: https://www.econbiz.de/10012775151

Execution costs associated with institutional trades on the Australian Stock Exchange

Aitken, Michael; Frino, Alex - In: Pacific-Basin Finance Journal 4 (1996) 1, pp. 45-58

Persistent link: https://www.econbiz.de/10005372365

Closing call auctions and liquidity

Aitken, Michael; Comerton-Forde, Carole; Frino, Alex - In: Accounting and Finance 45 (2005) 4, pp. 501-518

The present paper examines the impact of closing call auctions on liquidity. It exploits the natural experiment offered by the introduction of a closing call auction on the Australian Stock Exchange on 10 February 1997. The introduction of the closing call auction is associated with a reduction...

Persistent link: https://www.econbiz.de/10005659119