investment performance. High trading profits increase turnover, while high returns to equity styles have a short-term negative … Indian stocks with an experienced and low-turnover investor base. …

implications about the expected relationship between the preponderance of disposition investors in the market and stock volatility … fraction of ‘irrational’ investor trades in a stock increases, stock volatility, return and trading volume decrease. We further …

(number of trades, turnover). Approximately 3000 online broker investors were asked to answer an internet questionnaire which …

and their implementation, payment systems and private market structures) and its implications for intraday volatility …, quoting activity, trading volume and bid-ask spreads in the overnight deposit segment. Volatility and spreads increase right … volatility and no signs of market power or adverse selection. Spreads and volatility were high at the end of the reserve …

information is incorporated into prices and volatility increases. Public information, in such environments, has the important …

resulting volatility can induce risk-averse transactors who face transaction costs to desert these markets altogether. Thus … thinness and the consequent price volatility may become joint self-perpetuating features of an equity market, whatever the … volatility of asset fundamentals. If, however, appropriate incentive schemes are adopted to encourage entry of additional …