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The Impact of Company Responses to Exchange Queries on the Australian Equity Market

Drienko, Jozef; Sault, Stephen


This study examines the impact of company responses to trading-induced queries made by the Australian Securities Exchange over the period January 2007-December 2008, inclusive. We utilise event study methodology and a matched sample approach to assess the impact of trading query announcements. We use multivariate analysis to investigate any cross-sectional determinants affecting abnormal returns and volume, and find significant positive shareholder wealth and volume effects associated with...[Show more]

CollectionsANU Research Publications
Date published: 2011
Type: Journal article
Source: Accounting and Finance
DOI: 10.1111/j.1467-629X.2010.00372.x


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