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Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/273445
Description: We examine whether the probability of informed trading ('PIN') is a determinant of stock returns in Australia, an alternative market with considerably different information attributes to the U.S. Uniq ... More
Reviewed: Reviewed
Authors: Gordon, Narelle
Date: 2012
Language: eng
Resource Type: conference paper abstract
Identifier: http://hdl.handle.net/1959.14/204063
Description: Purpose: We examine whether the probability of informed trade (PIN), a microstructure measure of information asymmetry, influences stock returns in Australia. Originality: We provide evidence of PIN’s ... More
Authors: Gordon, Narelle
Date: 2011
Subject Keyword: PIN | information risk | delay
Language: eng
Resource Type: conference paper abstract
Identifier: http://hdl.handle.net/1959.14/193659
Description: Purpose: To examine the impact of informed trade on cross autocorrelations in stock returns in Australia. Originality: The first study, to our knowledge, that examines the role of information risk in ... More
Authors: Gordon, Narelle
Date: 2010
Language: eng
Resource Type: conference paper abstract
Identifier: http://hdl.handle.net/1959.14/134567
Description: Purpose: To determine whether there is a premium for lack of recognition, as theorised by Mertron ( 1987, A Simple Model of Capital Market Equilibrium with Incomplete Information. Journal of Finance 4 ... More
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