Changes in the dynamic relation between the prices and the trading volume from the Bucharest stock exchange

This paper explores the relation between the prices and the trading volume from the Bucharest Stock Exchange. The data employed consist in the daily values from January 2002 to March 2011. We identify some significant changes caused by events such as Romania’s adhesion to the European Union or the effects of the global crisis.

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Year of publication:	2011-03-20
Authors:	Dumitriu, Ramona ; Stefanescu, Razvan ; Nistor, Costel
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Romanian Stock Exchange \| Stock Index Volume \| Trading Volume Causality

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	G15 - International Financial Markets ; G10 - General Financial Markets. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011258824