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The present research investigates the impact of trading volume on stock return volatility using data from the Greek banking system. For our analysis, the empirical study uses daily measures of volatility constructed from intraday data for the period 5 January 2001-30 December 2020. This period...
Persistent link: https://www.econbiz.de/10013200349
The present research investigates the impact of trading volume on stock return volatility using data from the Greek banking system. For our analysis, the empirical study uses daily measures of volatility constructed from intraday data for the period 5 January 2001-30 December 2020. This period...
Persistent link: https://www.econbiz.de/10012509058
Persistent link: https://www.econbiz.de/10009614372
. Design/methodology/approach – The sample comprises a total of 101 banks (five state-owned banks, 12 joint-stock commercial … banks and 84 city commercial banks). The period under consideration extends from 2003-2009. The two step generalized methods …/implications – Further research can be conducted by investigating the profitability of numerous branches of all national banks and its …
Persistent link: https://www.econbiz.de/10010616616
/methodology/approach – The sample comprises a total of 11 banks (four state-owned and seven joint-stock commercial banks) listed in the Chinese … state-owned and joint-stock banks, while the capital level is negatively related to joint-stock commercial banks. With … productivity improve the performance of both state-owned and joint-stock commercial banks. Large volume of non-traditional activity …
Persistent link: https://www.econbiz.de/10010561132
. Design/methodology/approach – The sample comprises a total of 101 banks (five state‐owned banks, 12 joint‐stock commercial … banks and 84 city commercial banks). The period under consideration extends from 2003‐2009. The two step generalized methods …/implications – Further research can be conducted by investigating the profitability of numerous branches of all national banks and its …
Persistent link: https://www.econbiz.de/10014863347
/methodology/approach – The sample comprises a total of 11 banks (four state‐owned and seven joint‐stock commercial banks) listed in the Chinese … state‐owned and joint‐stock banks, while the capital level is negatively related to joint‐stock commercial banks. With … productivity improve the performance of both state‐owned and joint‐stock commercial banks. Large volume of non‐traditional activity …
Persistent link: https://www.econbiz.de/10015013657
Persistent link: https://www.econbiz.de/10003718978
Persistent link: https://www.econbiz.de/10003865128
Persistent link: https://www.econbiz.de/10003888291