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The intraday impact of company responses to exchange queries

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Drienko, Jozef; Sault, Stephen

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This study investigates Australia's unique continuous disclosure regime using intraday data on the Australian Securities Exchange (ASX) over the period January 2010-April 2012. We examine abnormal returns and trading volumes that accrue to shareholders im

dc.contributor.authorDrienko, Jozef
dc.contributor.authorSault, Stephen
dc.date.accessioned2015-12-13T22:30:28Z
dc.identifier.issn0378-4266
dc.identifier.urihttp://hdl.handle.net/1885/74853
dc.description.abstractThis study investigates Australia's unique continuous disclosure regime using intraday data on the Australian Securities Exchange (ASX) over the period January 2010-April 2012. We examine abnormal returns and trading volumes that accrue to shareholders im
dc.publisherElsevier
dc.sourceJournal of Banking and Finance
dc.subjectKeywords: Continuous disclosure regime; Event study; Exchange query announcements
dc.titleThe intraday impact of company responses to exchange queries
dc.typeJournal article
local.description.notesImported from ARIES
local.identifier.citationvolume37
dc.date.issued2013
local.identifier.absfor150201 - Finance
local.identifier.ariespublicationf5625xPUB4339
local.type.statusPublished Version
local.contributor.affiliationDrienko, Jozef, College of Business and Economics, ANU
local.contributor.affiliationSault, Stephen, College of Business and Economics, ANU
local.description.embargo2037-12-31
local.bibliographicCitation.issue12
local.bibliographicCitation.startpage4810
local.bibliographicCitation.lastpage4819
local.identifier.doi10.1016/j.jbankfin.2013.08.011
dc.date.updated2016-02-24T09:24:02Z
local.identifier.scopusID2-s2.0-84884388186
local.identifier.thomsonID000327683200010
CollectionsANU Research Publications

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