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Miwa, Kotaro - In: Evolutionary and institutional economics review 15 (2018) 1, pp. 139-166

Persistent link: https://www.econbiz.de/10011894340

A generative approach on the relationship between trading volume, prices, returns and volatility of financial assets

Pascual, José Antonio; Pajares Gutiérrez, Javier - In: Artificial economics : the generative method in …, (pp. 185-196). 2009

Persistent link: https://www.econbiz.de/10003889497

Trading and volatility in dual market : theory and evidence from real estate

Li, Lingxiao; Zhu, Bing - In: Journal of real estate research : JRER ; a publication … 44 (2022) 2, pp. 151-183

Persistent link: https://www.econbiz.de/10013364976

Disagreement and asset prices

Carlin, Bruce Ian; Longstaff, Francis A.; Matoba, Kyle - In: Journal of financial economics 114 (2014) 2, pp. 226-238

Persistent link: https://www.econbiz.de/10010532262

Rule-based trading on an order-driven exchange : a reassessment

Isaac, Alan Glen; Ramaswamy, Vasudeva - In: Quantitative finance 23 (2023) 12, pp. 1871-1886

Persistent link: https://www.econbiz.de/10014452482

No news is not good news : evidence from the intra-day return volatility-volume relationship in Shanghai stock exchange

Krishnamurti, Chandrasekhar; Tian, Gary Gang; Xu, Min; … - In: Journal of the Asia Pacific economy 18 (2013) 1, pp. 149-167

Through this research, we find that the asymmetric volatility phenomenon is reversed in the Shanghai Stock Exchange … during bull markets. That is, volatility increases more with good news than with bad news. This evidence is inconsistent with … the US markets. Further examination of this phenomenon reveals that the positive impact of good news on volatility is …

Persistent link: https://www.econbiz.de/10015179982

A study of the lead-lag relationship between price change and trading volume in futures market using high-frequency data

Streeter, Denise W.; Najand, Mohammad; Dondeti, V. Reddy; … - In: International journal of bonds and derivatives 1 (2015) 4, pp. 284-301

Persistent link: https://www.econbiz.de/10011546737

Impact of US macroeconomic news announcements on intraday causalities on selected European stock markets

Gurgul, Henryk; Lach, Łukasz; Wójtowicz, Tomasz - In: Finance a úvěr 66 (2016) 5, pp. 405-425

Persistent link: https://www.econbiz.de/10011582475

Linear and nonlinear intraday causalities in response to U.S. macroeconomic news announcements : evidence from Central Europe

Gurgul, Henryk; Lach, Łukasz; Wójtowicz, Tomasz - In: Managerial economics 17 (2016) 2, pp. 217-240

Frankfurt, Vienna, and Warsaw. We examine causal links between returns, volatility, and trading volume as well as the time of …

Persistent link: https://www.econbiz.de/10011736959

Internet stock message boards and the price-volume relationship : registered users vs non-registered users

Zhang, Zuochao; Shen, Dehua - In: Finance research letters 61 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10014491044