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An empirical analysis of trading volume and return volatility relationship on Istanbul stock exchange national -100 Index

Oral, Ece - In: Journal of applied finance & banking 2 (2012) 5, pp. 149-158

investigate the relationship between stock return volatility and trading volume have found a positive correlation between the … volatility of returns and the volume traded. This paper focuses on this relationship by assuming the Student’s t and the Stable … National-100 Index with the purpose of analyzing the relationships between the volatility of stock returns and the trading …

Persistent link: https://www.econbiz.de/10010058691

Is stock always the right choice? : should naive investors avoid stock markets?

Donadelli, Michael - In: Advances in management & applied economics 1 (2011) 3, pp. 93-113

markets can be very dangerous for "naive investors". Stock markets display often exploding volatility. They are characterized …

Persistent link: https://www.econbiz.de/10010009044

The determinants of cash flows in Greek bond mutual funds

Grose, Christos - In: International journal of economic sciences and applied … 4 (2011) 1, pp. 55-77

This paper examines the factors that affect inflows - outflows of capital in bond mutual funds that operated in the Greek market during the period 1997-2005. Investors in bond mutual funds do not seek for high gross returns in order to determine their investment decisions in contrast with...

Persistent link: https://www.econbiz.de/10009958067

Currency exposure, second-moment exchange rate exposure and asymmetric volatility of stock returns : the effects of financial crises on Taiwanese firms

Varga, René Ferenc Franck - In: Journal of applied finance & banking 3 (2013) 2, pp. 15-37

- and second-moment exchange rate exposure on individual firm value and the stock return volatility underlying exchange rate … equity financing cost. -- exchange rate exposure ; asymmetric currency exposure ; financial crises ; asymmetric volatility …

Persistent link: https://www.econbiz.de/10010148075

Observing evidence of insider trading in the Athens Stock Exchange

Thalassinos, Eleftherios; Maditinos, Dimitrios; … - In: Journal of economic structures : JES; the official … 1 (2012), pp. 1-26

This study proposes a process for observing evidence of insider trading in the Athens Stock Exchange (ASE). This is performed by building an environment which, based upon previous research, common sense and information technology, may be used for observing such evidence. It is designed to be...

Persistent link: https://www.econbiz.de/10010098104

Análisis de la utilización de derivados financieros en las empresas no financieras mexicanas y su efecto en las cotizaciones bursátiles

Corona Dueñas, José Asunción - In: Atlantic review of economics 1 (2012)

In this paper we study the possible effect it may have concerning the use of financial derivatives in the evolution of the share price of Mexican non-financial corporations, whether such contracts are used for hedging financial risks or for trading. The first part is a review of the literature...

Persistent link: https://www.econbiz.de/10010049034

The equity premium puzzle : pitfalls in estimating the coefficient of relative risk aversion

Donadelli, Michael; Prosperi, Lorenzo - In: Journal of applied finance & banking 2 (2012) 2, pp. 177-213

Standard consumption-based models typically fail in pricing asset returns. In a famous seminal paper, Mehra and Prescott (1985), using a standard consumption model, prove the presence of a puzzle (i.e. equity premium puzzle). The recent financial literature still has to provide a convincing...

Persistent link: https://www.econbiz.de/10010009117

Problema de calibración de mercado y estructura implícita del modelo de bonos de Black-Cox

Sukhomlin, Nikolay; Santana Jiménez, Lisette Josefina - In: Revista de métodos cuantitativos para la economía y … 10 (2010), pp. 73-98

volatility expressed as a function of quantifiable market parameters and known variables. We discover the existence of two values … of the volatility for an underlying asset, in the referred model, which means that the model's traditional assumptions do … not define it univocally. We find the cause that the Black-Cox model contains two values of the volatility. Besides, we …

Persistent link: https://www.econbiz.de/10009957380

The political economy of regional integration in the Western Balkans

Sklias, Pantelis - In: International journal of economic sciences and applied … 4 (2011) 3, pp. 21-37

The paper aims to identify the roots and causes of the failure of existing regional economic integration efforts in the Western Balkans and the poor prospects for similar attempts in the future. Existing classical political and economic approaches are enriched by identifying a framework of...

Persistent link: https://www.econbiz.de/10009958084

The speculation bubble on the real estate market in the USA in view of selected overinvestment theories

Bochenek, Paweł - In: E-Finanse : finansowy kwartalnik internetowy 7 (2011) 1, pp. 73-87

This paper offers a specific analysis of speculation bubbles in the economic history of the world, and then tries to …

Persistent link: https://www.econbiz.de/10009959704