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Cross listing, disclosure regimes, and trading volume sensitivity to stock returns

Zhou, Haiyan; Owusu-Ansah, Stephen - In: Journal of economics and finance 38 (2014) 3, pp. 383-406

Persistent link: https://www.econbiz.de/10010490968

Analyst interest as an early indicator of firm fundamental changes and stock returns

Jung, Michael J.; Wong, M. H. Franco; Zhang, X. Frank - In: The accounting review : a publication of the American … 90 (2015) 3, pp. 1049-1078

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How does Google search affect the stock market? : evidence from Indian companies

Aziz, Tariq; Ansari, Valeed Ahmad - In: Vision : the journal of business perspective 25 (2021) 2, pp. 224-232

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Price duration versus trading volume in high-frequency data for selected DAX companies

Gurgul, Henryk; Syrek, Robert; Mitterer, Christoph - In: Managerial economics 17 (2016) 2, pp. 241-260

The main goal of this paper is to gain insights into the dependence structure between the duration and trading volume of selected stocks listed on the Frankfurt Stock Exchange. We demonstrate the usefulness of the copula function to describe the dependence of specific unevenly spaced time...

Persistent link: https://www.econbiz.de/10011736961