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Information asymmetry, trade size, and the dynamic volume-return relation: evidence from the Australian securities exchange

Sun, Yang, Duong, Huu Nhan and Singh, Harminder 2014, Information asymmetry, trade size, and the dynamic volume-return relation: evidence from the Australian securities exchange, Financial review, vol. 49, no. 3, pp. 539-564.

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Title Information asymmetry, trade size, and the dynamic volume-return relation: evidence from the Australian securities exchange
Author(s) Sun, Yang
Duong, Huu Nhan
Singh, Harminder
Journal name Financial review
Volume number 49
Issue number 3
Start page 539
End page 564
Total pages 26
Publisher Wiley-Blackwell
Place of publication Hoboken, N. J.
Publication date 2014-08
ISSN 1540-6288
0732-8516
Keyword(s) information asymmetry
trade size
volume-return relation
Language eng
Field of Research 150201 Finance
Socio Economic Objective 910109 Savings and Investments
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2014, Wiley-Blackwell
Persistent URL http://hdl.handle.net/10536/DRO/DU:30065099

Document type: Journal Article
Collections: Faculty of Business and Law
School of Accounting, Economics and Finance
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Created: Fri, 25 Jul 2014, 12:16:20 EST by Gloria Stevenson

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