Search Results - subject:"Transaction Volume"

De-dollarization? : not so fast

Gerding, Felix; Hartley, Jonathan S. - In: Economics letters 238 (2024), pp. 1-4

Persistent link: https://www.econbiz.de/10015075482

House price seasonality, market activity, and the December discount

Larsen, Erling Røed - In: Real estate economics 52 (2024) 1, pp. 110-139

Persistent link: https://www.econbiz.de/10014470077

Analysis of the relationship between the highest price and the trading volume of the energy company shares in Kazakhstan with frequency domain causality method

Mashirova, Tazhikul; Tastanbekova, Karlygash; … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 4, pp. 22-27

Persistent link: https://www.econbiz.de/10014371970

The relationship between the highest prices and trading volume in the share indices of energy and oil companies in Kazakhstan

Zhussipova, Elmira Y.; Ydyrys, Serikbay; Makhanbetova, … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 3, pp. 28-35

Persistent link: https://www.econbiz.de/10014366556

Volatility analysis of Bitcoin price time series

Pichl, Lukáš; Kaizoji, Taisei - In: Quantitative finance and economics 1 (2017) 4, pp. 474-485

Persistent link: https://www.econbiz.de/10012137891

Anticipated vs. Unanticipated House Price Movements and Transaction Volume

Arslan, Yavuz; Kanik, Birol; Köksal, Bülent - Volkswirtschaftliche Fakultät, … - 2014

Using data from England and Wales, we analyze the relationship between house prices and transaction volume (number of … unanticipated components we find that while anticipated house price changes positively affect transaction volume, unanticipated … between house prices and transaction volume. Our findings are inconsistent with the down-payment effect approach developed by …

Persistent link: https://www.econbiz.de/10011112594

Beauty Contests and Fat Tails in Financial Markets

Nirei, Makoto; Watanabe, Tsutomu - Faculty of Economics, University of Tokyo - 2014

Using a simultaneous-move herding model of rational traders who infer other traders' private information on the value of an asset by observing their aggre- gate actions, this study seeks to explain the emergence of fat-tailed distributions of transaction volumes and asset returns in financial...

Persistent link: https://www.econbiz.de/10010890008

An Analysis of Intraday Patterns and Liquidity on the Istanbul Stock Exchange

KOKSAL, Bulent - In: Journal of BRSA Banking and Financial Markets 6 (2012) 2, pp. 51-84

We examine the intraday behavior of spreads, depths, returns and volume on the Istanbul Stock Exchange by using detailed order and transaction data for all stocks. We find that spreads follow an L-shaped pattern whereas returns, number of trades and volume follow a U-shaped pattern. Another...

Persistent link: https://www.econbiz.de/10010960384

An Analysis of Intraday Patterns and Liquidity on the Istanbul Stock Exchange

Koksal, Bulent - Türkiye Cumhuriyet Merkez Bankası - 2012

We analyze different dimensions of liquidity on the Istanbul Stock Exchange (ISE) by using detailed order and transaction data for all ISE stocks. We estimate the limit order book on the ISE at each point in time and examine the intraday behavior of spreads, depths, returns and volume. We find...

Persistent link: https://www.econbiz.de/10010941529

An Analysis of Intraday Patterns and Liquidity on the Istanbul Stock Exchange

Köksal, Bülent - Volkswirtschaftliche Fakultät, … - 2012

Persistent link: https://www.econbiz.de/10009418492