An Empirical Analysis of Undisclosed Limit Orders Submissions Around Earnings Announcements on the Australian Securities Exchange

2010 ◽  
Author(s):  
Charles J. Corrado ◽  
Huu Nhan Duong ◽  
Ngoc Duc Duong
Keyword(s):  
Empirical Analysis ◽  
Earnings Announcements ◽  
Limit Orders

Are Algorithmic Trades Informed? An Empirical Analysis of Algorithmic Trading around Earnings Announcements

2013 ◽  
Author(s):  
Alex Frino ◽  
Tina Viljoen ◽  
George H. K. Wang ◽  
P. Joakim Westerholm ◽  
Hui Zheng
Keyword(s):  
Empirical Analysis ◽  
Earnings Announcements ◽  
Algorithmic Trading

scholarly journals An empirical analysis of algorithmic trading around earnings announcements

2017 ◽  
Vol 45 ◽  
pp. 34-51 ◽  
Author(s):  
Alex Frino ◽  
Tina Prodromou ◽  
George H.K. Wang ◽  
P. Joakim Westerholm ◽  
Hui Zheng
Keyword(s):  
Empirical Analysis ◽  
Earnings Announcements ◽  
Algorithmic Trading

Are Algorithmic Trades Informed? - An Empirical Analysis of Algorithmic Trading Around Earnings Announcements

2012 ◽  
Author(s):  
Alex Frino ◽  
Tina Viljoen ◽  
George H. K. Wang ◽  
P. Joakim Westerholm ◽  
Hui Zheng
Keyword(s):  
Empirical Analysis ◽  
Earnings Announcements ◽  
Algorithmic Trading
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