Do trade size preferences exist in cryptocurrencies? Using high-frequency tick-by-tick data
of cryptocurrencies, we examine what trade sizes contribute to daily cumulative price …

Abstract" Price impact", which is the change in asset price that results from a transaction, is
of crucial interest for market participants. Understanding this impact would help market …

This study utilized high frequency transactions data to analyze the trade size preference of
informed traders in Indian equity markets. It is observed that informed traders at an …

Corporate disclosure has attracted the attention of researchers from the accounting and
capital markets. Researchers have been trying to better understand how capital markets …

This thesis consists of three related studies on the relationship between public information
arrivals, stock price formation, and market efficiency in the Australian Securities Exchange …