Showing 1 - 10 of 121
new information. However, the contemporaneous and dynamic empirical relationship beween volume and returns in futures data … existence of not only a positive and contemporaneous relationship between absolute returns and volume, but also a bidirectional … with different speeds of information dissemination across markets. Inspection of the relationship between volume and actual …
Persistent link: https://www.econbiz.de/10005807926
, ranging in volume from a few hundred cubic meters to hundreds of million cubic meters. Data of 103 mass movement events were … geometrical parameters like volume, Fahrböschung angle, fall height, surface area, travel path and travel distance. The mobility … of mass movements was expressed as the ratio between the height of fall and travel distance as function of volume. The …
Persistent link: https://www.econbiz.de/10011241178
It is widely believed that fluctuations in transaction volume, as reflected in the number of transactions and to a … price changes are recorded on intervals in which the total transaction volume or number of transactions is held constant. In … addition the distribution of price returns conditioned on volume or transaction frequency being held constant is similar to …
Persistent link: https://www.econbiz.de/10009208322
(M2), (iv) longer-term trend, (v) recent volume changes and (vi) proximity to a recent high price. The dependence on the …
Persistent link: https://www.econbiz.de/10009215014
effect of the volume of early online WOM (Word of Mouth) on its subsequent diffusion and the moderating effects of WOM …
Persistent link: https://www.econbiz.de/10010869720
We propose a novel approach to cross-sectional equities sample selection, derived from best market practice in index construction and focused on investability. Using the UK market as a template, we first demonstrate how the popular Datastream dataset is plagued by data deficiencies that would...
Persistent link: https://www.econbiz.de/10010840474
While macroeconomic variables have been used extensively to forecast the U.S. equity risk premium and build models to explain it, relatively little attention has been paid to the technical stock market indicators widely employed by practitioners. Our paper fills this gap by studying the...
Persistent link: https://www.econbiz.de/10010704591
We empirically investigated the impact of option listing on the underlying stock efficiency by looking at the volume … positive impact on the underlying stock volume-volatility relation attributable to option listing is found. This better … support that listing options for low volume stocks lead to a decrease in adjustment of volume to volatility. …
Persistent link: https://www.econbiz.de/10010708723
empirical evidence is up to now mixed. This study looked at the variation in prices, volume, and quality of cataract surgeries … clear-cut relation between prices and quality. Volume of cataract care strongly increased in the period studied. These …
Persistent link: https://www.econbiz.de/10010719283
volume pyroclastic density currents (PDCs). This technique is implemented as a set of macros written in Visual Basic for … relates the volume (V) and the mobility (ΔH/L) of single PDCs using data from Soufrière Hills volcano (Montserrat) and Arenal … and location of the vent (ii) the flow volume and (iii) a digital elevation model (DEM) of the volcano. Dynamic pressure …
Persistent link: https://www.econbiz.de/10010996488