The intraday impact of company responses to exchange queries

Drienko, Jozef; Sault, Stephen

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The intraday impact of company responses to exchange queries

Date

2013

Authors

Drienko, Jozef

Sault, Stephen

Publisher

Elsevier

Abstract

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