EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject_exact:"Trading volume"
Narrow search

Narrow search

Year of publication
Subject
All
Trading volume 3,286 Handelsvolumen der Börse 3,168 Börsenkurs 1,336 Share price 1,334 Volatility 929 Volatilität 905 Theorie 799 Theory 797 Capital income 712 Kapitaleinkommen 712 Aktienmarkt 599 Stock market 595 Wertpapierhandel 580 Securities trading 579 Behavioural finance 541 Anlageverhalten 540 USA 491 United States 487 Schätzung 479 Estimation 477 Liquidity 340 Liquidität 325 trading volume 307 Market microstructure 272 Marktmikrostruktur 272 Ankündigungseffekt 269 Announcement effect 269 Bid-ask spread 239 Geld-Brief-Spanne 237 Welt 198 World 198 Portfolio selection 197 Portfolio-Management 197 Market liquidity 180 Marktliquidität 175 Börsenhandel 159 Stock exchange trading 158 Asymmetrische Information 148 Asymmetric information 147 Derivat 142
more ... less ...
Online availability
All
Free 1,182 Undetermined 800 CC license 55
Type of publication
All
Article 2,117 Book / Working Paper 1,383 Other 1
Type of publication (narrower categories)
All
Article in journal 1,870 Aufsatz in Zeitschrift 1,870 Working Paper 500 Graue Literatur 499 Non-commercial literature 499 Arbeitspapier 472 Aufsatz im Buch 80 Book section 80 Hochschulschrift 72 Thesis 67 Collection of articles written by one author 16 Sammlung 16 Article 15 Conference paper 15 Konferenzbeitrag 15 research-article 8 Bibliografie enthalten 4 Bibliography included 4 Case study 3 Dissertation u.a. Prüfungsschriften 3 Fallstudie 3 Aufsatzsammlung 2 Collection of articles of several authors 2 Festschrift 2 Forschungsbericht 2 Sammelwerk 2 Systematic review 2 Übersichtsarbeit 2 Amtsdruckschrift 1 Congress Report 1 Government document 1 Guidebook 1 Handbook 1 Handbuch 1 Mehrbändiges Werk 1 Mikroform 1 Multi-volume publication 1 Ratgeber 1 Statistics 1 Statistik 1
more ... less ...
Language
All
English 3,227 Undetermined 191 German 62 Spanish 12 French 5 Polish 2 Portuguese 1 Russian 1
more ... less ...
Author
All
Hautsch, Nikolaus 38 Subrahmanyam, Avanidhar 28 Wang, Jiang 26 Kyle, Albert S. 19 Chordia, Tarun 18 Obižaeva, Anna 17 Ranaldo, Angelo 16 Lo, Andrew W. 15 Gurgul, Henryk 14 Hong, Harrison G. 14 Rocheteau, Guillaume 14 Kalev, Petko S. 13 Li, Dan 13 Menkhoff, Lukas 13 Theissen, Erik 13 Easley, David 12 Frino, Alex 12 Stein, Jeremy C. 12 Mestel, Roland 11 O'Hara, Maureen 11 Weill, Pierre-Olivier 11 Ap Gwilym, Owain 10 Fleming, Michael J. 10 Glaser, Markus 10 Grammig, Joachim 10 Roll, Richard 10 Taylor, Lucian A. 10 Wang, George H. K. 10 Barberis, Nicholas 9 Ehrmann, Michael 9 Hasan, Iftekhar 9 Jansen, David-Jan 9 Karolyi, G. Andrew 9 Kirchler, Michael 9 Lagos, Ricardo 9 Lien, Da-hsiang Donald 9 Liesenfeld, Roman 9 Malinova, Katya 9 Park, Andreas 9 Renneboog, Luc 9
more ... less ...
Institution
All
National Bureau of Economic Research 32 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 10 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 7 Université Paris-Dauphine (Paris IX) 7 C.E.P.R. Discussion Papers 6 EconWPA 6 HAL 5 New York Stock Exchange 4 Federal Reserve Bank of New York 3 Institut für Schweizerisches Bankwesen <Zürich> 3 Instituto Valenciano de Investigaciones Económicas 3 National Centre of Competence in Research - Financial Valuation and Risk Management 3 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 3 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 3 Suomen Pankki 3 Bonn Graduate School of Economics 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Centre for Economic Policy Research 2 Department of Economics and Business, Universitat Pompeu Fabra 2 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 2 European Central Bank 2 Finance Discipline Group, Business School 2 Graduate School of Business and Economics (GSBE), School of Business and Economics 2 Henley Business School, University of Reading 2 Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät 2 Institute for Financial Research (SIFR) 2 Institute of Business and Economic Research (IBER), Walter A. Haas School of Business 2 Institute of Competition Law 2 Nationalekonomiska Institutionen <Göteborg> 2 OECD 2 School of Management, Yale University 2 Schweizerische Nationalbank (SNB) 2 University of Toronto, Department of Economics 2 Universität Hannover / Wirtschaftswissenschaftliche Fakultät 2 Université Paris-Dauphine 2 Österreichisches Institut für Wirtschaftsforschung 2 Bank for International Settlements (BIS) 1 Bank für Internationalen Zahlungsausgleich <Basel> 1 Bank of Japan 1 Banque de France 1
more ... less ...
Published in...
All
Journal of banking & finance 62 Pacific-Basin finance journal 57 Journal of financial markets 54 The journal of futures markets 53 Finance research letters 46 International review of financial analysis 45 The journal of finance : the journal of the American Finance Association 44 The review of financial studies 43 Journal of financial economics 41 Applied financial economics 39 Working paper / National Bureau of Economic Research, Inc. 34 NBER working paper series 32 Journal of empirical finance 30 Journal of international financial markets, institutions & money 27 Review of quantitative finance and accounting 27 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 27 Research in international business and finance 25 The European journal of finance 25 NBER Working Paper 24 Applied economics 23 Economic modelling 21 Applied economics letters 20 International review of economics & finance : IREF 20 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 18 Review of Pacific Basin financial markets and policies 17 Discussion paper / Centre for Economic Policy Research 16 The journal of trading 15 Finance India : the quarterly journal of Indian Institute of Finance 14 Journal of financial and quantitative analysis : JFQA 13 Review of finance : journal of the European Finance Association 13 Energy economics 12 Financial markets and portfolio management 12 Global finance journal 12 Investment management and financial innovations 12 Journal of financial intermediation 12 Research paper series / Swiss Finance Institute 12 SFB 649 discussion paper 12 The accounting review : a publication of the American Accounting Association 12 The financial review : the official publication of the Eastern Finance Association 12 BIS quarterly review : international banking and financial market developments 11
more ... less ...
Source
All
ECONIS (ZBW) 3,191 RePEc 235 EconStor 43 USB Cologne (business full texts) 10 BASE 9 Other ZBW resources 9 USB Cologne (EcoSocSci) 4
more ... less ...
Showing 1 - 50 of 3,501
Cover Image
Verifiable content in social media stock-analysis articles : the long and short of it
Chen, Lei; Chen, Shuping; Gao, Tian; Zhao, Wuyang - In: Journal of business finance & accounting : JBFA 52 (2025) 2, pp. 991-1024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015395081
Saved in:
Cover Image
Strategic trading with uncertain market depth
Lou, Youcheng; Park, Junghum - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015339322
Saved in:
Cover Image
Dynamics of foreign exchange futures trading volumes in Thailand
Woradee Jongadsayakul - In: Risks : open access journal 12 (2024) 9, pp. 1-13
Following the introduction of EUR/USD futures and USD/JPY futures on 31 October 2022, Thailand Futures Exchange first entered the top 11 list of derivatives exchanges based on foreign exchange derivative volumes in 2022. This paper investigates the dynamics of foreign exchange futures trading...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015066375
Saved in:
Cover Image
Earnings quality and trading volume reactions around earnings announcements : international evidence
Chen, Jeff Zeyun; Choy, Siu Kai; Lobo, Gerald J.; … - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015358616
Saved in:
Cover Image
Media tone and trading activity on the Sydney Stock Exchange 1901-1950
Fleming, Grant A.; Liu, Zhangxin; Merrett, David; … - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015154748
Saved in:
Cover Image
Volatility, volume, and FX policy uncertainty : evidence from Seoul and Shanghai Chinese-Korean direct exchange rate market
Nam, Soojoong; Lu, Guimin; Moon, Ji Young - In: Journal of international trade & commerce 19 (2023) 2, pp. 51-63
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015211609
Saved in:
Cover Image
Speculative ratios and returns volatility in the South African white maize futures market
Sayed, Ayesha; Auret, C. - In: Cogent economics & finance 11 (2023) 1, pp. 1-21
This paper examines the relationship between trading activity and returns volatility in white maize futures listed on the South African Futures Exchange (SAFEX) and investigates the impact of speculative activity on volatility. Returns volatility is estimated using a GARCH (1,1) model. Trading...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014500465
Saved in:
Cover Image
MiFID II and the unbundling of analyst research from trading execution
Lourie, Ben; Shanthikumar, Devin; Yoo, Il Sun - In: Contemporary accounting research : the journal of the … 40 (2023) 4, pp. 2340-2372
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014442838
Saved in:
Cover Image
Volume dynamics around FOMC announcements
Zhu, Xingyu - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014249608
Saved in:
Cover Image
Dynamic impact of foreign exchange trading volume on foreign exchange volatility
Kang, Jong Woo; Cabaero, Carlos - 2025
Foreign exchange (FX) trading volume is a key factor in exchange rate volatility. Given the important role of volatility in economic growth and stability, this paper investigates the dynamic nature of exchange trading volume on exchange rate volatility using hourly high-frequency data. The...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015194391
Saved in:
Cover Image
Examining Chinese volume-volatility nexus : a regime-switching perspective
Wang, Zhenxin; Wang, Shaoping; Yan, Yayi; Xia, Yingcun - In: Economic modelling 144 (2025), pp. 1-12
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015195150
Saved in:
Cover Image
Benign granularity in asset markets
Glebkin, Sergei; Malamud, Semyon; Teguia, Alberto - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015397706
Saved in:
Cover Image
Large orders in small markets : execution with endogenous liquidity supply
Capponi, Agostino; Menkveld, Albert J.; Zhang, Hongzhong - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015357640
Saved in:
Cover Image
Relationship between stock returns and trading volume at the Bourse Régionale des Valeurs Mobilières, West Africa
Gueyie, Jean-Pierre; Diallo, Mouhamadou Saliou; Diallo, … - In: International Journal of Financial Studies : open … 10 (2022) 4, pp. 1-16
The objective of this paper is to study the contemporaneous relationship and the dynamic relationship between the stock index return and the trading volume on the Bourse Régionale des Valeurs Mobilières using daily data from 5 January 2015 to 31 October 2022. Estimations are made using the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013465333
Saved in:
Cover Image
Sectoral herding behaviour in the Indian financial market
Madaan, Veena; Shrivastava, Monica - In: Global business & economics review 26 (2022) 2, pp. 185-213
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012887569
Saved in:
Cover Image
The role of binance in bitcoin volatility transmission
Alexander, Carol; Heck, Daniel F.; Kaeck, Andreas - In: Applied mathematical finance 29 (2022) 1, pp. 1-32
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013554065
Saved in:
Cover Image
Realized Illiquidity
Lacava, Demetrio; Ranaldo, Angelo; Santucci de … - 2022
We study the theoretical and empirical properties of a simple measure of market illiquidity, namely the realized Amihud, which is defined as the ratio between the realized volatility and trading volume and which refines the popular price impact measure proposed by Amihud (2002). In our model,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014238265
Saved in:
Cover Image
Expiration-day effects of index futures in a frontier market : the case of Ho Chi Minh Stock Exchange
Nguyen Thi Kim Anh; Loc Dong Truong; Friday, H. S. - In: International Journal of Financial Studies : open … 10 (2022) 1, pp. 1-12
This study employs OLS, GARCH and EGARCH regression models to test the expiration-day effects of index stock futures on market returns, volatility and trading volume for the Ho Chi Minh Stock Exchange (HOSE). Data used in this study is from a daily return series of the VN30-Index for the period...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012804832
Saved in:
Cover Image
Trading activities and the volatility of return on Malaysian crude palm oil futures
Yeap, Xiu Wei; Hooi Hooi Lean - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-15
Trading activities represent the flow of market information to the investors. This paper examines the effect of trading activities, i.e., trading volume and open interest, on the volatility of return for Malaysian Crude Palm Oil Futures. The GARCH model is applied by adding the expected and...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012814162
Saved in:
Cover Image
Dollar dominance in FX trading
Somogyi, Fabricius - 2022 - This version: 1 February 2022
Over 85% of all foreign exchange (FX) transactions involve the US dollar. I show that the US dollar dominates FX trading volume because of strategic avoidance of price impact. To demonstrate this, I leverage the fact that non-dollar currency pairs can be traded indirectly by using the US dollar...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012815985
Saved in:
Cover Image
Speculative trading and bubbles : evidence from the art market
Pénasse, Julien; Renneboog, Luc - In: Management science : journal of the Institute for … 68 (2022) 7, pp. 4939-4963
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013369239
Saved in:
Cover Image
Trading volume and liquidity provision in cryptocurrency markets
Bianchi, Daniele; Babiak, Mykola; Dickerson, Alexander - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013335939
Saved in:
Cover Image
Forecasting spatially correlated targets : simultaneous prediction of housing market activity across multiple areas
Lee, Changro - In: International journal of strategic property management 26 (2022) 2, pp. 119-126
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013415671
Saved in:
Cover Image
Essays on frictional financial markets
Somogyi, Fabricius - 2022
This dissertation consists of three essays that uncover the origins of market frictions and their implications for the functioning of the global foreign exchange (FX) market. The first research paper speaks to the hegemony of the US dollar in FX trading. Over 85% of all FX transactions involve...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013450805
Saved in:
Cover Image
The relationship between managers' disclosure tone and the trading volume of investors
Pouryousof, Azam; Nassirzadeh, Farzaneh; Hesarzadeh, Reza; … - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-16
The present research investigates the relationship between managers’ disclosure tone and the trading volume of small and large investors separately. The inconsistency of disclosure tone and abnormal trading volume generally indicates information asymmetry between managers and investors....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014284083
Saved in:
Cover Image
Trading volume and liquidity provision in cryptocurrency markets
Bianchi, Daniele; Babiak, Mykola; Dickerson, Alexander - 2022
We provide empirical evidence within the context of cryptocurrency markets that the returns from liquidity provision, proxied by the returns of a short-term reversal strategy, are primarily concentrated in trading pairs with lower levels of market activity. Empirically, we focus on a moderately...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013256971
Saved in:
Cover Image
The market reaction to corporate news in emerging markets : evidence from India
Bhattacharjee, Nayanjyoti; De, Anupam - In: Australasian accounting business and finance journal : AABF 16 (2022) 4, pp. 115-130
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013503428
Saved in:
Cover Image
The relationship between trading volume and market returns : a VAR/Granger causality testing approach in the context of Saudi Arabia
Alhussayen, Hanan - In: Organizations and markets in emerging economies 13 (2022) 1, pp. 260-275
This paper investigates the relationship between trading volume and market returns in the Saudi stock market. Daily data of number of shares traded and TASI returns from 2010 till mid-2021 are used for the same. The Granger causality test reveals a unidirectional relationship from returns to...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013279669
Saved in:
Cover Image
Trading volume shares and market quality : pre- and post- zero commissions
Jain, Pankaj K.; Mishra, Suchismita; O'Donoghue, Shawn M.; … - In: Journal of empirical finance 79 (2024), pp. 1-26
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015179727
Saved in:
Cover Image
Google search and cross-section of cryptocurrency returns and trading activities
Hoang Lai Trung; Duc Hong Vo - In: Journal of behavioral and experimental finance 44 (2024), pp. 1-12
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015162560
Saved in:
Cover Image
I will trade, just not today : individual investor trading activity around birthdays
Bajo, Emanuele; Randl, Otto; Simion, Giorgia - In: European financial management : the journal of the … 30 (2024) 4, pp. 2164-2194
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015141997
Saved in:
Cover Image
Retail ETF investing
Gempesaw, David; Henry, Joseph J.; Xiao, Han - In: European financial management : the journal of the … 30 (2024) 4, pp. 2305-2342
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015142005
Saved in:
Cover Image
Financial information and diverging beliefs
Armstrong, Christopher; Heinle, Mirko S.; Luneva, Irina - In: Review of accounting studies 29 (2024) 3, pp. 2082-2124
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015133648
Saved in:
Cover Image
Option trading volume and the cross-section of option returns
Yuan, Jianglei; Liu, Dehong; Chen, Carl R.; Hu, Sen - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-17
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015133708
Saved in:
Cover Image
Analyses of policies and innovation in banking
Wacker, Kirstin Andrea - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015199723
Saved in:
Cover Image
Does an overconfidence bias affect stock return, trading volume, and liquidity? : fresh insights from the G7 nations
Rabbani, Mustafa Raza; Azam, Md Qamar; Hawaldar, Iqbal … - In: Cogent economics & finance 12 (2024) 1, pp. 1-17
The article extends the empirical literature on overconfidence bias in G7 stock markets during pre- and post-COVID-19 and provides additional evidence. Using vector autoregression and impulse response functions (IRFs), we analyze the overconfidence bias for the daily data from January 2015 to...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015359332
Saved in:
Cover Image
Do foreign investors underperform or outperform domestic investors in trading activities? : evidence from Indonesia
Koesrindartoto, Deddy P.; Aaron, Aurelius; Wang, Shuqi - 2024
The performance of foreign investors relative to domestic investors has been a subject of mixed evidence. While foreign investors are often perceived to underperform due to an information disadvantage, they are also known for their aggressive trading and superior performance in initiated orders....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015338206
Saved in:
Cover Image
Google search volume index and investor attention in stock market : a systematic review
Ayala, María José; Gonzálvez-Gallego, Nicolás; … - In: Financial innovation : FIN 10 (2024), pp. 1-29
This study systematically reviewed the literature on using the Google Search Volume Index (GSVI) as a proxy variable for investor attention and stock market movements. We analyzed 56 academic studies published between 2010 and 2021 using the Web of Sciences and ScienceDirect databases. The...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015361662
Saved in:
Cover Image
Corporate bond price reversals
Ivashchenko, Alexey - In: Journal of financial markets 68 (2024), pp. 1-20
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014491075
Saved in:
Cover Image
High-frequency CSI300 futures trading volume predicting through the neural network
Xu, Xiaojie; Zhang, Yun - In: Asian journal of economics and banking : AJEB 8 (2024) 1, pp. 26-53
Purpose - For policymakers and participants of financial markets, predictions of trading volumes of financial indices are important issues. This study aims to address such a prediction problem based on the CSI300 nearby futures by using high-frequency data recorded each minute from the launch...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014497016
Saved in:
Cover Image
Whose option ratios contain information about future stock prices?
Koo, Bonha; Kim, Ryumi - In: Journal of derivatives and quantitative studies : … 32 (2024) 1, pp. 58-81
Using the next-day and next-week returns of stocks in the Korean market, we examine the association of option volume ratios - i.e. the option-to-stock (O/S) ratio, which is the total volume of put options and call options scaled by total underlying equity volume, and the put-call (P/C) ratio,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014497179
Saved in:
Cover Image
The Bitcoin volume-volatility relationship : a high frequency analysis of futures and spot exchanges
Conlon, Thomas; Corbet, Shaen; McGee, Richard J. - In: International review of financial analysis 91 (2024), pp. 1-11
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014446996
Saved in:
Cover Image
Dynamic relationship between volume and volatility in the Chinese stock market : evidence from the MS-VAR model
Zhang, Feipeng; Zhang, Yilin; Xu, Yixiong; Chen, Yan - In: Data science and management : DSM 7 (2024) 1, pp. 17-24
Since market uncertainty, or volatility, serves as a crucial gauge for assessing the traits of market fluctuations, the link between stock market volume and price continues to be a focal point of interest in finance. This study examines the dynamic, nonlinear correlations between Chinese stock...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014518031
Saved in:
Cover Image
The dynamics of the relationship between stock returns and trading volumes : an emerging markets perspective during varying market conditions
Mallikarjunappa T; Saldanha, Diana; Hawaldar, Iqbal Thonse - In: Journal of open innovation : technology, market, and … 10 (2024) 1, pp. 1-13
The dynamic relationship between stock returns and trading volumes is examined during normal and crisis periods by a combining the Bai-Perron structural break test with Granger Causality test. The daily price and volume data of 4 important indices and Nifty Fifty index based companies listed on...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014518805
Saved in:
Cover Image
Futures trading costs and market microstructure invariance : identifying bet activity
Hou, Ai Jun; Nordén, Lars L.; Xu, Caihong - In: The journal of futures markets 44 (2024) 6, pp. 901-922
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014536704
Saved in:
Cover Image
Optimal liquidation using extended trading close for multiple trading days
Zhu, Janchang; Zhang, Leilei; Sun, Xuchu - In: Financial innovation : FIN 10 (2024), pp. 1-33
The extended trading close (ETC) provides institutional investors an opportunity to trade at the closing price after the regular trading session (RTS) and disclosing the order imbalances to other market participants. ETCs exist in the Nasdaq, the SSE STAR, the SZSE ChiNext and the TWSE. To help...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014541683
Saved in:
Cover Image
Assessing efficiency in prices and trading volumes of cryptocurrencies before and during the COVID‑19 pandemic with fractal, chaos, and randomness : evidence from a large dataset
Lahmiri, Salim - In: Financial innovation : FIN 10 (2024), pp. 1-12
This study examines the market efciency in the prices and volumes of transactions of 41 cryptocurrencies. Specifcally, the correlation dimension (CD), Lyapunov Exponent (LE), and approximate entropy (AE) were estimated before and during the COVID-19 pandemic. Then, we applied Student's t-test...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014541840
Saved in:
Cover Image
Trade co-occurrence, trade flow decomposition and conditional order imbalance in equity markets
Lu, Yutong; Reinert, Gesine; Cucuringu, Mihai - In: Quantitative finance 24 (2024) 6, pp. 779-809
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015050797
Saved in:
Cover Image
The role of arbitrage risk in the MAX effect : evidence from the Korean stock market
Goh, Jihoon; Kim, Donghoon - In: Journal of derivatives and quantitative studies : … 32 (2024) 2, pp. 159-180
In this study, we investigate what drives the MAX effect in the South Korean stock market. We find that the MAX effect is significant only for overpriced stocks categorized by the composite mispricing index. Our results suggest that investors' demand for the lottery and the arbitrage risk effect...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015055029
Saved in:
Cover Image
Deregulating the volume limit on share repurchases
Sodhi, Adhiraj; Stojanovic, Aleksandar - In: International Journal of Financial Studies : open … 12 (2024) 3, pp. 1-22
We empirically advocate for UK regulators to increase the volume limit of 15% outstanding shares on open market repurchases. Our main framework initially tests the determinants of share repurchases based on their size, Small, Medium and Large. The findings reveal that consistent with extant...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015116872
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...