Drienko, JozefSault, Stephen2015-12-130378-4266http://hdl.handle.net/1885/74853This 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 imKeywords: Continuous disclosure regime; Event study; Exchange query announcementsThe intraday impact of company responses to exchange queries201310.1016/j.jbankfin.2013.08.0112016-02-24