Search Results - subject:"Price–volume relationship"

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/10014518805

Determinants of adaptive behaviour in stock market : a review

Saldanha, Diana; Mallikarjunappa T; Mintah Oware, Kofi - In: Vision : the journal of business perspective 29 (2025) 1, pp. 112-124

Persistent link: https://www.econbiz.de/10015329769

A comparison of international market indices for measuring market efficiency based on price-volume relationship

Çıralı, Sunay - In: Journal of Capital Markets Studies (JCMS) 6 (2022) 1, pp. 90-105

relationship of several markets. According to the study's findings, investors are advised to examine the price-volume relationship … research are that it examines the price-volume relationship to evaluate the efficiency levels of various markets. This …, autoregressive models are chosen, and EGARCH models are conducted for all indices to see whether there is an asymmetry in the price-volume …

Persistent link: https://www.econbiz.de/10015327946

A comparison of international market indices for measuring market efficiency based on price-volume relationship

Çıralı, Sunay - In: Journal of capital markets studies 6 (2022) 1, pp. 90-105

Persistent link: https://www.econbiz.de/10012887364

Internet stock message boards and the price-volume relationship : registered users vs non-registered users

Zhang, Zuochao; Shen, Dehua - In: Finance research letters 61 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10014491044

Review papers for journal of risk and financial management (JRFM)

McAleer, Michael - In: Journal of Risk and Financial Management 13 (2020) 8, pp. 1-18

future directions, time-varying price-volume relationship, adaptive market efficiency, and a survey of the empirical …

Persistent link: https://www.econbiz.de/10012611387

Review papers for journal of risk and financial management (JRFM)

McAleer, Michael - In: Journal of risk and financial management : JRFM 13 (2020) 8/185, pp. 1-18

future directions, time-varying price-volume relationship, adaptive market efficiency, and a survey of the empirical …

Persistent link: https://www.econbiz.de/10012321338

A closer look at Chinese housing market : measuring intra-city submarket connectedness in Shanghai and Guangzhou

Li, Qiang; Nong, Huifu - In: China economic review : an international journal 74 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10014229332

Is the behavior of sellers with expected gains and losses relevant to cycles in house prices?

Zhou, Tingyu; Clapp, John M.; Lu-Andrews, Ran - In: Journal of housing economics 52 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013274425

Asymmetric multifractal features of the price-volume correlation in China’s gold futures market based on MF-ADCCA

Guo, Yaoqi; Yu, Zhuling; Yu, Chenxi; Cheng, Hui; Chen, … - In: Research in international business and finance 58 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013287728