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Short-horizon market efficiency, order imbalance, and speculative trading : evidence from the Chinese stock market
Hu, Yingyi - In: Decision making and risk/return optimization in …, (pp. 253-274). 2019
Persistent link: https://www.econbiz.de/10012134804
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Statutory induced switching into a new market
Schmidt, Hartmut; Schrader, Torsten - In: Empirical research on the German capital market : with …, (pp. 97-110). 1999
Persistent link: https://www.econbiz.de/10001427627
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On the empirical linkages between stock prices and trading activity on the German stock market
Mestel, Roland; Gurgul, Henryk; Majdosz, Paweł - In: Operations research proceedings 2004 : selected papers …, (pp. 288-296). 2005
Persistent link: https://www.econbiz.de/10002851427
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Price impact function of a single transaction
Lillo, Fabrizio; Farmer, J. Doyne; Mantegna, Rosario N. - In: The complex dynamics of economic interaction : essays …, (pp. 153-160). 2004
Persistent link: https://www.econbiz.de/10002415112
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Investor reactions, trading volume and EPS surprise : the case of profit warnings
Krassas, Ioannis - In: Bounded rationality in economics and finance, (pp. 59-85). 2008
Persistent link: https://www.econbiz.de/10003802381
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Scaling laws in stock markets : an analysis of prices and volumes
Bianchi, Sergio; Pianese, Augusto - In: Mathematical and statistical methods in insurance and …, (pp. 35-42). 2008
Persistent link: https://www.econbiz.de/10003837054
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Testing the speculative price changes, trading volume, volatility and efficiency on Bombay stock exchange
Srinivasan, K.; Deo, Malabika - In: Research in financial derivatives : commodity, equity, …, (pp. 344-359). 2011
Persistent link: https://www.econbiz.de/10009428242
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New insights on the trading volume-return relationship : evidence from the three largest stock exchanges
Troster, Victor; Marques, André de Mattos; Shahbaz, … - In: Economic growth and financial development : effects of …, (pp. 179-204). 2021
This chapter uncovers new insights on the dynamic volume–return relationship. We verify whether non-informational or informational trading can explain the volume-return relation in the three largest stock exchanges. We apply the cross-quantilogram approach to investigate the directional...
Persistent link: https://www.econbiz.de/10012792714
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Ein dynamisches Hürdenmodell für diskrete Transaktionspreisänderungen auf Finanzmärkten
Liesenfeld, Roman - In: Empirische Wirtschaftsforschung : Methoden und …, (pp. 153 - 177). 2003
Persistent link: https://www.econbiz.de/10014554667
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Rethinking emerging market equities
Smith, Roy C.; Walter, Ingo - In: Emerging market capital flows : proceedings of a …, (pp. 85-105). 1998
Persistent link: https://www.econbiz.de/10001395708