Narrow search
Showing 1 - 10 of 20
Cover Image
How Do Price Limits Influence French Market Microstructure? A High Frequency Data Analysis in Terms of Return, Volatility and Volume
Michalon, Karine - Université Paris-Dauphine (Paris IX) - 2013
stock exchange market. We analyze the impact of such halts on the main market factors: return, volatility and volume. Our …
Persistent link: https://www.econbiz.de/10010760433
Cover Image
Quelle est l'influence des interruptions de cotation sur la microstructure du marché boursier français ? Une analyse intraquotidienne en termes de rentabilité, volatilité et volume...
Michalon, Karine - Université Paris-Dauphine (Paris IX) - 2004
The purpose of the regulated halts on stock exchange markets is to spread the information on the market and to protect the interests of the small shareholders. The aim of this work is to empirically investigate the trading halts on the French stock exchange market. We proceed to a detailed...
Persistent link: https://www.econbiz.de/10010707290
Cover Image
The Effect of Option listing on the Underlying Stock Volume Volatility Relation : A Study of French Underlying Stock Efficiency
Jouaber, Kaouther; Tekaya, Rim - Université Paris-Dauphine (Paris IX) - 2010
We empirically investigated the impact of option listing on the underlying stock efficiency by looking at the volume …-volatility relation. We use a time-consistent bivariate VAR (Vector Autoregressive Regression) model that accounts for time duration … positive impact on the underlying stock volume-volatility relation attributable to option listing is found. This better …
Persistent link: https://www.econbiz.de/10010708723
Cover Image
Microstructure des marchés financiers et interruptions de cotation. Une étude empirique du marché boursier français
Michalon, Karine - Université Paris-Dauphine (Paris IX) - 2011
rentabilité, la volatilité et le volume. Notre étude porte sur les valeurs intraquotidiennes du CAC40 de janvier 1998 à décembre …
Persistent link: https://www.econbiz.de/10011073493
Cover Image
Les interruptions de cotation sur les marchés financiers : le cas du marché français
Michalon, Karine - Université Paris-Dauphine (Paris IX) - 2007
can decrease the volatility and the volume. …
Persistent link: https://www.econbiz.de/10010905058
Cover Image
Managing Impatriate Adjustment as a Core Human Resource Management Challenge
Al-Rajhi, Ibrahim; Altman, Yochanan; Metcalfe, Beverly; … - Université Paris-Dauphine (Paris IX) - 2006
The article reports that the Kingdom of Saudi Arabia's (KSA) economy-sustaining workforce is comprised of foreign …
Persistent link: https://www.econbiz.de/10011185593
Cover Image
On the Efficiency of Risks Disclosures: New Evidence from French-Listed Firms
Ghozzi, Mohamed Khaled - Université Paris-Dauphine (Paris IX) - 2005
. Using balanced panel data, we apply regression analyses for each risk factor changes on trading volume during 120 days … trading volume. We work on the whole sample of French-listed firms and focus on those disclosing about their risks exposure …
Persistent link: https://www.econbiz.de/10010861407
Cover Image
Liquidity Effects of Listing Requirements
Draus, Sarah - Université Paris-Dauphine (Paris IX) - 2009
I propose a model in which a stock exchange can improve its liquidity by tightening its listing requirements. Because these reduce information asymmetry, they increase the utility of investors and lead to a high investor participation on the exchange. However, the exchange never sets the highest...
Persistent link: https://www.econbiz.de/10010706435
Cover Image
The Impact of Overconfidence Bias and Disposition Effect on the Volume of Transaction and the Volatility of the French Stock Market
Siwar, Ellouz - Université Paris-Dauphine (Paris IX) - 2011
The volume of transaction varies according to several factors. Of a point of view of the behavioural finance, a high …
Persistent link: https://www.econbiz.de/10010707933
Cover Image
On the Efficiency of Risks Disclosures: New Evidence from French-Listed Firms
Ghozzi, Mohamed Khaled - Université Paris-Dauphine (Paris IX)
trading volume. We work on the wholesample of French-listed firms and focus on those disclosing abouttheir risks exposure …. Using balanced panel data, we apply regressionanalyses for each risk factor changes on trading volume during 120days before …
Persistent link: https://www.econbiz.de/10010708338