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  • Search: subject:"thin trading"
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Year of publication
Subject
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thin trading 20 Thin trading 8 Aktienmarkt 7 Stock market 7 Volatility 6 Emerging economies 5 Schwellenländer 5 Thin Trading 5 ARCH model 4 ARCH-Modell 4 Estimation 4 Schätzung 4 Volatilität 4 market risk 4 risk management 4 value-at-risk 4 Beta 3 Beta risk 3 Betafaktor 3 Börsenkurs 3 CAPM 3 Capital income 3 Herding 3 Incomplete panels 3 Kalman Filter 3 Kalman filter 3 Kapitaleinkommen 3 Returns 3 Risiko 3 Risk 3 Share price 3 Africa 2 Afrika 2 Bahrain 2 Banja Luka 2 Censored data 2 Country risk 2 Developing countries 2 Efficient market hypothesis 2 Effizienzmarkthypothese 2
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Online availability
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Free 16 Undetermined 11
Type of publication
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Article 23 Book / Working Paper 12
Type of publication (narrower categories)
All
Article in journal 12 Aufsatz in Zeitschrift 12 Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article 1 research-article 1
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Language
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English 19 Undetermined 16
Author
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Bernales, Alejandro 6 Cortazar, Gonzalo 6 Beuermann, Diether W. 5 Kuttu, Saint 4 Kallinterakis, Vasileios 3 Anderson, Warwick 2 Bangwayo-Skeete, Prosper 2 Bartholdy, Jan 2 Davidson, Sinclair 2 Josev, Thomas 2 Munir, Nomana 2 Olson, Dennis 2 Peare, Paula 2 Radovic-Markovic, Mirjana 2 Robinson, C. Justin 2 Abad, David 1 Abbas, Zaheer 1 Al Ajmi, Jasim 1 Berthomieu, Claude 1 Beuermann, Diether Wolfgang 1 Biekpe, Nicholas 1 Chaiechi, Taha 1 Cowan, Arnold R. 1 Dungey, Mardi 1 Dungey, Mardi H. 1 Eagle, Lynne C. 1 Eric, Dejan 1 Guichard, Jean-Paul 1 Habibullah, Muzafar Shah 1 Hasnaoui, Habib 1 Hawaldar, Iqbal Thonse 1 Henry, Olan T 1 Henry, Ólan Thomas John 1 Hinich, Melvin J. 1 Hvodzdyk, Lyudmyla 1 Hvozdyk, Lyudmyla 1 Katscher, Antonie 1 Khan, Safi Ullah 1 Lim, Kian-Ping 1 Lodetti, Maria 1
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Institution
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Department of Economics and Finance, College of Business and Economics 2 Department of Economics, University of Stirling 1 EconWPA 1 Ehrvervøkonomisk Institut, Institut for Økonomi 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 Inter-American Development Bank 1 School of Economics and Finance, Tasmanian School of Business and Economics 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Accounting Research Journal 2 Global finance journal 2 Journal of Emerging Market Finance 2 Journal of business and finance 2 Working Papers in Economics 2 Applied econometrics and international development 1 CFAP working papers 1 Economic Analysis 1 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1 Estudios de Economia 1 Estudios de Economía 1 Estudios de economía 1 Finance 1 Finance Research Group Working Papers 1 Financial Systems Integration of Balkan Countries in the European Financial System: Impact of Global Crisis 1 Global Finance Journal 1 Global business review 1 IDB Publications (Working Papers) 1 IDB Working Paper Series 1 International journal of economics and finance 1 International journal of economics and financial issues : IJEFI 1 Lahore Journal of Economics 1 MPRA Paper 1 Research in international business and finance 1 Stirling Economics Discussion Papers 1 The European Journal of Finance 1 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 1 Working Papers / School of Economics and Finance, Tasmanian School of Business and Economics 1 Working Papers. Serie EC 1 Working paper 1
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Source
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RePEc 18 ECONIS (ZBW) 14 EconStor 2 Other ZBW resources 1
Showing 21 - 30 of 35
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Return and volatility dynamics among four African equity markets : a multivariate VAR-EGARCH analysis
Kuttu, Saint - In: Global finance journal 25 (2014) 1, pp. 56-69
Persistent link: https://www.econbiz.de/10010400989
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The efficient market hypothesis: Evidence from ten African stock markets
Mlambo, Chipo; Biekpe, Nicholas - Volkswirtschaftliche Fakultät, … - 2007
dependency. Returns are calculated using the adjusted trade-to-trade approach. Serious thin-trading was observed on all markets …
Persistent link: https://www.econbiz.de/10008680311
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Event Studies in thinly-traded markets: An improvement to the market model
Anderson, Warwick - Department of Economics and Finance, College of … - 2013
other contexts, one would not rely on. With respect to data sets fraught with thin trading, the problem is exacerbated since …
Persistent link: https://www.econbiz.de/10010907439
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Dealing with Trading Thinness in Event Studies: An Improved Trade-to-Trade Model
Anderson, Warwick - Department of Economics and Finance, College of … - 2012
Maynes and Rumsey (1993) addresses the problem of thin trading by eliminating periods in which no trading is recorded, the …
Persistent link: https://www.econbiz.de/10010907388
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The impact of jumps and thin trading on realised hedge ratios
Dungey, Mardi H.; Henry, Ólan Thomas John; Hvozdyk, … - 2012
Persistent link: https://www.econbiz.de/10009671885
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Herd Behaviour, Illiquidity and Extreme Market States
Kallinterakis, Vasileios; Munir, Nomana; … - In: Journal of Emerging Market Finance 9 (2010) 3, pp. 305-324
thin trading bias whose presence is particularly prevalent in emerging markets. Our study is undertaken in the context of … herding is insignificant during extreme return periods with its insignificance persisting even after controlling for thin … trading. …
Persistent link: https://www.econbiz.de/10011137877
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The Weak-form Efficiency of Chinese Stock Markets
Lim, Kian-Ping; Habibullah, Muzafar Shah; Hinich, Melvin J. - In: Journal of Emerging Market Finance 8 (2009) 2, pp. 133-163
thin trading on return autocorrelation, detect both linear and nonlinear serial dependencies in the adjusted returns series …
Persistent link: https://www.econbiz.de/10010772789
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- EVALUATION OF THE FIXING TRADING SYSTEM IN THE SPANISH MARKET
Abad, David; Rubia, Antonio - Instituto Valenciano de Investigaciones Económicas (IVIE) - 1999
In 1998 the Fixing trading system was implemented in the Spanish Stock Market. It is considered an alternative to the traditional system of continuous negotiation, applicable to those stocks that have a series of basic characteristics in common. It represents an important innovation, the...
Persistent link: https://www.econbiz.de/10005731151
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Conducting Event Studies on a Small Stock Exchange
Bartholdy, Jan; Olson, Dennis; Peare, Paula - In: The European Journal of Finance 13 (2007) 3, pp. 227-252
traded stock groups. Finally, when nonnormality, event induced variance, unknown event day, and problems of very thin trading …
Persistent link: https://www.econbiz.de/10005471894
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Conducting event studies on a small stock exchange
Bartholdy, Jan; Olson, Dennis; Peare, Paula - Ehrvervøkonomisk Institut, Institut for Økonomi - 2006
traded stock groups. Finally, when nonnormality, event induced variance, unknown event day, and problems of very thin trading …
Persistent link: https://www.econbiz.de/10005802547
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