Search Results - subject:"trading 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

Dynamic relationship between volume and volatility in the Chinese stock market : evidence from the MS-VAR model

Zhang, Feipeng; Zhang, Yilin; Xu, Yixiong; Chen, Yan - In: Data science and management : DSM 7 (2024) 1, pp. 17-24

dynamic, nonlinear correlations between Chinese stock volatility, trading volume, and return using a hybrid approach that …, investment return, and trading volume. For different regimes, while the effect of trading volume on volatility and return appears … to be insignificant, the impacts of volatility and return on trading volume are considerably strong. (3) A regime …

Persistent link: https://www.econbiz.de/10014518031

Trade co-occurrence, trade flow decomposition and conditional order imbalance in equity markets

Lu, Yutong; Reinert, Gesine; Cucuringu, Mihai - In: Quantitative finance 24 (2024) 6, pp. 779-809

Persistent link: https://www.econbiz.de/10015050797

The mediating effect of trading volume on the relationship between investor sentiment and the return of tech companies

Hoekstra, Jesse; Güler, Derya - In: The journal of behavioral finance : a publication of … 25 (2024) 3, pp. 356-373

Persistent link: https://www.econbiz.de/10015049548

In family we trust-in good and bad times

Masset, Philippe; Poretti, Cédric; Weisskopf, Jean-Philippe - In: International review of finance : the official journal … 24 (2024) 1, pp. 128-138

Persistent link: https://www.econbiz.de/10014507519

Firm size effect and the price and volume reaction to corporate news : evidence from India

Bhattacharjee, Nayanjyoti; De, Anupam - In: Afro-Asian Journal of Finance and Accounting : AAJFA 14 (2024) 3, pp. 393-411

Persistent link: https://www.econbiz.de/10014546118

Options trading and earnings management

Dai, Xin; Qiao, Zheng; Xia, Chongwu - In: Accounting horizons : a quarterly publication of the … 38 (2024) 3, pp. 13-34

Persistent link: https://www.econbiz.de/10015071379

Dividend announcements, share returns and trading volumes on the Johannesburg Stock Exchange

Nyandeni, Andile; Marais, Alastair; McCullough, Kerry - In: Afro-Asian Journal of Finance and Accounting : AAJFA 14 (2024) 5, pp. 735-756

Persistent link: https://www.econbiz.de/10015060763

Quantifying the high-frequency trading "arms race"

Aquilina, Matteo; Budish, Eric B.; O'Neill, Peter - 2021

Persistent link: https://www.econbiz.de/10012620780

Indian stock market during the COVID-19 pandemic : vulnerable or resilient? : sectoral analysis

Shankar, Rishika; Dubey, Priti - In: Organizations and markets in emerging economies 12 (2021) 1, pp. 131-159

average returns and trading volume. The analysis is aimed at discovering the vulnerability of the general market as well as …

Persistent link: https://www.econbiz.de/10012666900