Search Results - subject:"sequential information arrival hypothesis"

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/10015195150

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

do impact volume, but the effect is not steady. The results do not provide support for the Sequential Information Arrival … Hypothesis (SIAH). The asymmetric information model and the difference of opinion model can provide an explanation for the …

Persistent link: https://www.econbiz.de/10013279669

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

Persistent link: https://www.econbiz.de/10015401765

Do bitcoin news information flow and return volatility fit the sequential information arrival hypothesis and the mixture of distribution hypothesis?

Chou, Ke-Hsin; Day, Min-Yuh; Chiu, Chien-Liang - In: International review of economics & finance : IREF 88 (2023), pp. 365-385

Persistent link: https://www.econbiz.de/10014474538

Causal relationship between bitcoin price volatility and trading volume: Rolling window approach

Yamak, Nebiye; Yamak, Rahmi; Samut, Serkan - In: Financial Studies 23 (2019) 3 (85), pp. 6-20

findings support the sequential information arrival hypothesis for the bitcoin market. …

Persistent link: https://www.econbiz.de/10012484784

Intraday volume-volatility nexus in the FX markets : evidence from an emerging market

Serdengeçti, Süleyman; Şensoya, Ahmet - Türkiye Cumhuriyet Merkez Bankası - 2019

Persistent link: https://www.econbiz.de/10012110236

Causal relationship between bitcoin price volatility and trading volume : rolling window approach

Yamak, Nebiye; Yamak, Rahmi; Samut, Serkan - In: Financial studies 23 (2019) 3, pp. 6-20

findings support the sequential information arrival hypothesis for the bitcoin market. …

Persistent link: https://www.econbiz.de/10012146170

Impacts of relatively rational and irrational investor sentiment on realized volatility

Tseng, Tseng-Chan; Lai, Hung-Cheng; Chen, Jih-Kuang - In: Asian economic journal : journal of the East Asian … 36 (2022) 4, pp. 458-478

Persistent link: https://www.econbiz.de/10014280248

A Generalized Autoregressive Conditional Heteroskedasticity Examination of the Relationship between Trading Volume and Conditional Volatility in the Tunisian Stock Market: Evidence for the Information Flow Paradigm

Belhaj, Fethi; Abaoub, Ezzeddine - In: International Journal of Economics and Financial Issues 5 (2015) 2, pp. 354-364

Tunisian stock market within the framework of the mixture of distribution hypothesis (MDH) and the sequential information … arrival hypothesis (SIAH). Through this study, we especially aim to test the volatility persistence degree without volume …

Persistent link: https://www.econbiz.de/10011268784

A generalized autoregressive conditional heteroskedasticity examination of the relationship between trading volume and conditional volatility in the Tunisian stock market : evidence for the information flow paradigm

Belhaj, Fethi; Abaoub, Ezzeddine - In: International journal of economics and financial issues … 5 (2015) 2, pp. 354-364

Persistent link: https://www.econbiz.de/10011453520