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Volatility, global information, and market consitions : a study in futures markets
Fung, Hung-gay; Patterson, Gary A. - In: The journal of futures markets 21 (2001) 2, pp. 173-196
Persistent link: https://www.econbiz.de/10001542995
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Trading Volumes, Volatility and Spreads in Foreign Exchange Markets : Evidence from Emerging Market Countries
Galati, Gabriele - 2013
This paper provides empirical evidence on the relationship between trading volumes, volatility and bid-ask spreads in …. I find that in most cases unexpected trading volumes and volatility are positively correlated, suggesting that both are … correlation between trading volumes and volatility is positive during normal periods but turns negative when volatility increases …
Persistent link: https://www.econbiz.de/10014061306
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Trading volumes, volatility and spreads in foreign exchange markets : evidence from emerging market countries
Galati, Gabriele - 2000
Persistent link: https://www.econbiz.de/10013431863
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Tobin tax and trading volume tightening : a reassessment
Damette, Olivier; Goutte, Stéphane - In: Applied economics 47 (2015) 28/30, pp. 3124-3141
Persistent link: https://www.econbiz.de/10011289358
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Should we pay attention to investor attention in forex futures market?
Saxena, Kirti; Chakraborty, Madhumita - In: Applied economics 52 (2020) 60, pp. 6562-6572
Persistent link: https://www.econbiz.de/10012416018
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A span of continuous trades and liquidity dynamics in foreign exchange markets
Chien, Chih-Chung; Chen, Shikuan; Chang, Ming-Jen - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 144-168
Persistent link: https://www.econbiz.de/10014253161
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A reverse index futures split effect on liquidity and market dynamics
Athanasios, Fassas; Nikolas, Hourvouliades - In: International journal of bonds and derivatives 3 (2017) 3, pp. 235-252
Persistent link: https://www.econbiz.de/10011875992
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Securities transaction tax-case study of India
Malik, Neha - 2014
attempts to quantify the impact of STT imposition and subsequent revisions on volatility and trading volume during Oct 2003 …-July 2013. Empirical results show a mixed response of volatility and volume to changes in STT. Even though STT has …
Persistent link: https://www.econbiz.de/10010354157
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Impact of transaction taxes on commodity derivatives trading in India
Ray, Saon; Malik, Neha - 2014
Commodity derivatives were introduced in India with a dual purpose of promoting price discovery and enhancing risk management in the commodities market. A transaction tax (of 0.01 per cent) on commodity futures trading was introduced in the Union Budget 2013-14. This study examines the rationale...
Persistent link: https://www.econbiz.de/10010354169
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A study of the lead-lag relationship between price change and trading volume in futures market using high-frequency data
Streeter, Denise W.; Najand, Mohammad; Dondeti, V. Reddy; … - In: International journal of bonds and derivatives 1 (2015) 4, pp. 284-301
Persistent link: https://www.econbiz.de/10011546737