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Attention effect via internet search intensity in Asia-Pacific stock markets
Tantaopas, Parkpoom; Padungsaksawasdi, Chaiyuth; … - In: Pacific-Basin finance journal 38 (2016), pp. 107-124
Persistent link: https://www.econbiz.de/10011669069
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Volume and the Nonlinear Dynamics of Stock Returns
Hsu, Chiente - 1998
This book is about the joint dynamics of stock returns and trading volume. We propose a dynamic equilibrium model in which agents have rational expectations and are heterogeneous in their investment opportunity. The dynamics of stock returns and trading volume implied by the model can explain...
Persistent link: https://www.econbiz.de/10013519390
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Empirical essays on the information transfer between and the informational efficiency of stock markets
Zolotoy, Leon - 2008
Persistent link: https://www.econbiz.de/10003931647
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The day-of-the-week anomaly in market returns, volume and volatility in SAARC countries
Abbas, Sumra; Javid, Attiya Yasmin - 2015
Persistent link: https://www.econbiz.de/10011335025
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Discount rate changes, stock market returns, volatility, and trading volume : evidence from intraday data and implications for market efficiency
Chen, Carl R.; Mohan, Nancy J.; Steiner, Thomas L. - In: Journal of banking & finance 23 (1999) 6, pp. 897-924
Persistent link: https://www.econbiz.de/10001379087
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Volume and the nonlinear dynamics of stock returns
Hsu, Chiente - 1998
Persistent link: https://www.econbiz.de/10013278146
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An examination of the relationship between the disposition effect and stock return, volatility, and trading volume : the evidence in US stock markets
Afi, Hatem - In: International journal of managerial and financial accounting 9 (2017) 3, pp. 242-262
Persistent link: https://www.econbiz.de/10011847010
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The intraday relation between return volatility, transactions, and volume
Xu, Xiaoqing Eleanor; Wu, Chunchi - In: International review of economics & finance : IREF 8 (1999) 4, pp. 375-397
Persistent link: https://www.econbiz.de/10001443969
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Asymmetric cross-sectional dispersion in stock returns : evidence and implications
Duffee, Greg (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577854
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Persistence volatility in daily stock returns : daily number of trades vs. GARCH effects
Dadgostar, Bahram; Jalilvand, Abolhassan - In: Journal of global business : JGB ; journal of the … 10 (1999) 18, pp. 63-75
Persistent link: https://www.econbiz.de/10001580731