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Information content of volume : an investigation of Tokyo commodity futures markets

Ciner, Cetin - In: Pacific-Basin finance journal 10 (2002) 2, pp. 201-215

Persistent link: https://www.econbiz.de/10001658867

Dynamic linkages between trading volume and price movements : evidence for small firm stocks

Ciner, Cetin - In: Journal of entrepreneurial finance : JEF ; official … 8 (2003) 1, pp. 1-15

Recent theoretical and empirical studies suggest that volume conveys useful information to forecast stock price movements. We investigate the information content of volume for the stock indices of small-capitalization firms in the US and France. Information asymmetry problems tend to be more...

Persistent link: https://www.econbiz.de/10009153140

The stock price-volume linkage on the Toronto Stock Exchange : before and after automation

Ciner, Cetin - In: Review of quantitative finance and accounting 19 (2002) 4, pp. 335-349

Persistent link: https://www.econbiz.de/10001744105

Transactions, volume and volatility : evidence from an emerging market

Ciner, Cetin; Sackley, William H. - In: Applied financial economics letters 3 (2007) 3, pp. 161-164

Persistent link: https://www.econbiz.de/10003540353

Time variation in systematic risk, returns and trading volume : evidence from precious metals mining stocks

Ciner, Cetin - In: International review of financial analysis 41 (2015), pp. 277-283

Persistent link: https://www.econbiz.de/10011508966

What Is So Special About KOSPI 200 Index Futures Contract? An Analysis of Trading Volume and Liquidity

Ciner, Cetin - 2020

The Korean Stock Exchange's (KSE) KOSPI 200 Index futures and options have been the fastest growing derivatives contracts in the world in recent years. This paper presents an analysis of the factors contributing to the success, as measured by trading volume, of the KOSPI 200 Index futures...

Persistent link: https://www.econbiz.de/10012830894