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Transmission du stress financier de la zone euro aux pays de l'Europe Centrale et Orientale

Rharrabti Zaid, Houda - 2015

Persistent link: https://www.econbiz.de/10011736566

Clustering of trading activity in the DAX index options market

Koch, Alexander K.; Lazarov, Zdravetz N. - 2001

strike prices affects options' trading volume. …

Persistent link: https://www.econbiz.de/10011539670

Measuring China's stock market sentiment

Li, Jia; Chen, Yun; Shen, Yan; Wang, Jingyi; Huang, Zhuo - 2019

volatility. Finally, we show that trading volume will be higher when textual sentiment is unusually high or low and when there …

Persistent link: https://www.econbiz.de/10012125620

Estimating gross value added volumes and prices by institutional sector

Wieland, Elisabeth; Kavonius, Ilja Kristian - 2016

point of view instead of an industry point of view. However, since QSA are published in current prices only, sectoral volume … value added. This paper introduces a methodology to estimate sectoral price and volume measures for euro area value added at …

Persistent link: https://www.econbiz.de/10011664046

The day-of-the-week anomaly in market returns, volume and volatility in SAARC countries

Abbas, Sumra; Javid, Attiya Yasmin - 2015

Persistent link: https://www.econbiz.de/10011335025

Market size matters : a model of excess volatility in large markets

Kawakami, Kei - 2015

Persistent link: https://www.econbiz.de/10011339241

Excessive dynamic trading : propagation of belief shocks in small markets

Kawakami, Kei - 2014

Persistent link: https://www.econbiz.de/10011339576

Volume-outcome relationship and minimum volume regulations in the German hospital sector : evidence from nationwide administrative hospital data for the year 2005-2007

Hentschker, Corinna; Mennicken, Roman; Reifferscheid, … - 2017

This paper analyses the volume-outcome relationship and the effects of minimum volume regulations in the German … years 2005 to 2007. We apply regression methods to analyze the association between volume and hospital quality. We measure … we examine the impact of the minimum volume regulations on the accessibility of hospital services. We find a highly …

Persistent link: https://www.econbiz.de/10011764504

Transparency and distressed sales under asymmetric information

Fuchs, William; Öry, Aniko; Skrzypacz, Andrzej - 2015 - Draft: February 6, 2015

We analyze price transparency in a dynamic market with private information and correlated values. Uninformed buyers compete inter- and intra-temporarily for a good sold by an informed seller suffering a liquidity shock. We contrast public versus private price offers. In a two-period case all...

Persistent link: https://www.econbiz.de/10011862024

Can the greater fool theory explain bubbles? : evidence from China

Zou, Xuan - 2018

Many have noticed the phenomenon that naive investors are attracted to the market as stock prices soar, yet few empirical studies have tested for this bubble phenomenon. This paper presents previously unused data on the aggregate number of newly opened brokerage accounts in China and tests the...

Persistent link: https://www.econbiz.de/10011893651