Search Results - subject:"price-volume"

The dynamics of the relationship between stock returns and trading volumes : an emerging markets perspective during varying market conditions

Mallikarjunappa T; Saldanha, Diana; Hawaldar, Iqbal Thonse - In: Journal of open innovation : technology, market, and … 10 (2024) 1, pp. 1-13

The dynamic relationship between stock returns and trading volumes is examined during normal and crisis periods by a combining the Bai-Perron structural break test with Granger Causality test. The daily price and volume data of 4 important indices and Nifty Fifty index based companies listed on...

Persistent link: https://www.econbiz.de/10014518805

A comparison of international market indices for measuring market efficiency based on price-volume relationship

Çıralı, Sunay - In: Journal of capital markets studies 6 (2022) 1, pp. 90-105

, autoregressive models are chosen, and EGARCH models are conducted for all indices to see whether there is an asymmetry in the price-volume …-19 pandemic, the relationship between price and trading volume is lower in Eurozone countries. The price-volume … implications - As a result of the study, investors can decide which market to enter by comparing and analyzing the price-volume …

Persistent link: https://www.econbiz.de/10012887364

Values, volumes and price-volume decompositions : on some issues raised (again) by the health crisis

Blanchet, Didier; Fleurbaey, Marc - In: Economie et statistique 532/533 (2022), pp. 73-90

Persistent link: https://www.econbiz.de/10014280179

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

Profit bridges that disambiguate impacts of currency fluctuations from other marketing variables

Smith, Tim J.; Westra, Kyle T.; Phipps, Nathan L. - In: Journal of revenue and pricing management 22 (2023) 1, pp. 34-43

Persistent link: https://www.econbiz.de/10013556582

What do we know about informational efficiency? : three puzzles and the new direction forward

Go, You-How; Lau, Wee-Yeap - In: Journal of economic surveys 37 (2023) 4, pp. 1489-1525

Persistent link: https://www.econbiz.de/10014338038

Review papers for journal of risk and financial management (JRFM)

McAleer, Michael - In: Journal of Risk and Financial Management 13 (2020) 8, pp. 1-18

future directions, time-varying price-volume relationship, adaptive market efficiency, and a survey of the empirical …

Persistent link: https://www.econbiz.de/10012611387

Multifractal analysis of market efficiency across structural breaks: Implications for the adaptive market hypothesis

Patil, Ashok Chanabasangouda; Rastogi, Shailesh - In: Journal of Risk and Financial Management 13 (2020) 10, pp. 1-18

The primary objective of this paper is to assess the behavior of long memory in price, volume, and price-volume cross … breaks. Both volume and price-volume cross-correlation are anti-persistent in all the structural segments. In other words …

Persistent link: https://www.econbiz.de/10012611450

Review papers for journal of risk and financial management (JRFM)

McAleer, Michael - In: Journal of risk and financial management : JRFM 13 (2020) 8/185, pp. 1-18

future directions, time-varying price-volume relationship, adaptive market efficiency, and a survey of the empirical …

Persistent link: https://www.econbiz.de/10012321338

Multifractal analysis of market efficiency across structural breaks : implications for the adaptive market hypothesis

Patil, Ashok Chanabasangouda; Rastogi, Shailesh - In: Journal of risk and financial management : JRFM 13 (2020) 10/248, pp. 1-18

Persistent link: https://www.econbiz.de/10012387122