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Date: 2013
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/274841
Description: This study examines the impact of corporate earnings announcements on trading activity and speed of price adjustment, analyzing algorithmic and non–algorithmic trades during the immediate period pre– ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/230472
Description: This study examines the price effects of investment-grade corporate bond transactions on the Australian Securities Exchange. Results indicate that both purchases and sales of exchange traded corporate ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/230465
Description: This study examines the price behaviour surrounding both director trades, and associated market announcements, for the Australian market. Using a sample of director trades executed between 2005 and 20 ... More
Reviewed: Reviewed
Date: 2010
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/294873
Description: This study is the first to examine intraday variations in quoted depth on the Nasdaq, a competitive dealer market. Consistent with prior literature, we document a negative association between the intr ... More
Reviewed: Reviewed
Date: 2008
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/1170205
Description: 6 page(s)
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/103131
Description: 12 page(s)
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/106257
Description: 17 page(s)
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/104382
Description: This paper examines the question of how to efficiently align the investment decisions of managers in a bank with the risk/return goals of the centre of the bank. It argues that the contemporary approa ... More
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/104484
Description: The issue of hybrid instruments by firms is often justified on the grounds that these instruments allow issuers to achieve a lower cost of capital than would be the case under issues of straight debt ... More
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/104699
Description: 24 page(s)
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/103136
Description: 26 page(s)
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/103142
Description: 25 page(s)
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/103551
Description: The past few years have seen high levels of growth in the use of hybrid financial securities by Australian corporations. The conventional explanation for this phenomenon has been that hybrid securitie ... More
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/104330
Description: 6 page(s)
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/104360
Description: In this paper we examine the current disclosure standards of financial institutions with regards to their operational risk measurement and management systems. Our sample covers 57 financial institutio ... More
Reviewed: Reviewed