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Predictive power of web search behavior in five ASEAN stock markets
Imtiaz Mohammad Sifat; Hassanudin Mohd Thas Thaker - In: Research in international business and finance 52 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012548555
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Is abnormally large volume a clue?
Lu, Tsung-Hsun; Lee, Jun-de - In: International journal of economics and finance 8 (2016) 9, pp. 226-233
Persistent link: https://www.econbiz.de/10011542131
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Stock market illiquidity's predictive role over economic growth : the Australian evidence
Rai, Alan - In: Review of Pacific Basin financial markets and policies 18 (2015) 2, pp. 1-30
Persistent link: https://www.econbiz.de/10011300963
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Intraday volatility interaction between the crude oil and equity markets
Dinh Hoang Bach Phan; Sharma, Susan Sunila; Narayan, … - In: Journal of international financial markets, … 40 (2016), pp. 1-13
Persistent link: https://www.econbiz.de/10011475821
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The effect of adjustment announcement of predicted profit on price and trading volume of listed companies in Tehran Stock Exchange
Pakdel, Majid; Talebbeydokhti, Abbbas - In: Dutch journal of finance and management 2 (2018) 1/49, pp. 1-4
This study investigated the effect of adjustment announcement of predicted profit on price and stocks trading volume of listed companies in Tehran Stock Exchange, in order to determine whether the declaration of adjusted earnings forecast have effect on the two parameters of price and trading...
Persistent link: https://www.econbiz.de/10012063172
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Do order imbalances predict Chinese stock returns? : new evidence from intraday data
Narayan, Paresh Kumar; Narayan, Seema; Westerlund, Joakim - In: Pacific-Basin finance journal 34 (2015), pp. 136-151
Persistent link: https://www.econbiz.de/10011535319
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The relationship between trading activity and stock market volatility : does the volume threshold matter?
Koubaa, Yosra; Slim, Skander - In: Economic modelling 82 (2019), pp. 168-184
Persistent link: https://www.econbiz.de/10012202914
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Trading volume as a predictor of market movement
Kambeu, Edson - In: International journal of finance & banking studies : JJFBS 8 (2019) 2, pp. 57-69
Persistent link: https://www.econbiz.de/10012146591
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Stock market return predictability : Google pessimistic sentiments versus fear gauge
Habibah, Ume; Rajput, Suresh Kumar Oad; Sadhwani, Ranjeeta - In: Cogent economics & finance 5 (2017) 1, pp. 1-15
This study aims at comparing Google Search Volume Indices (GSVIs—including market crash and bear market) and VIX (Investor Fear Gauge Index) in terms of explaining the S&P 500 returns. The VIX is found a more robust predictor of stock market returns than Google indices, and it does granger...
Persistent link: https://www.econbiz.de/10011886968
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Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman - In: Quantitative finance 18 (2018) 5, pp. 749-760
Persistent link: https://www.econbiz.de/10011907915