Merging time-series Australian data across databases: challenges and solutions

Author:

Katselas Dean1,Sidhu Baljit K.2,Yu Chuan2

Affiliation:

1. Research School of Finance, Actuarial Studies and Applied Statistics; The Australian National University; Canberra ACT Australia

2. School of Accounting; University of New South Wales; Sydney NSW Australia

Publisher

Wiley

Subject

Economics, Econometrics and Finance (miscellaneous),Finance,Accounting

Reference18 articles.

1. The characteristics of informed trading: implications for asset pricing;Aslan;Journal of Empirical Finance,2011

2. Does insider trading explain price run-up ahead of takeover announcements?;Aspris;Accounting and Finance,2014

3. Australian Stock Exchange 2013 International securities identification numbers: removing the ASX code http://www.asx.com.au/documents/public-consultations/ISIN_consultation_paper.pdf

4. Detecting long-run abnormal stock returns: the empirical power and specification of test statistics;Barber;Journal of Financial Economics,1997

5. Does fundamental indexation lead to better risk-adjusted returns? New evidence from Australian Securities Exchange;Basu;Accounting and Finance,2014

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