Narrow search
Showing 91 - 100 of 142,984
Cover Image
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
Cover Image
How does trading volume affect financial return distributions?
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 35 (2014), pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Cover Image
Long run dependencies in stock volatility and trading volume
Kartsaklas, Aris; Karanasos, Menelaos - 2013
Persistent link: https://www.econbiz.de/10009767839
Cover Image
Derivatives trading and the volume : volatility link in the Indian stock market
Bhaumik, Sumon Kumar; Karanasos, Menelaos; Kartsaklas, A. - 2013
Persistent link: https://www.econbiz.de/10009767846
Cover Image
Return, volume and volatility relationship in the Indian stock market : pre- and post-automation analysis
Mahajan, Sarika; Singh, Balwinder - In: Praj̄nȧn : journal of social and management sciences 41 (2013) 4, pp. 343-352
Persistent link: https://www.econbiz.de/10009748412
Cover Image
Stock price response to S&P 500 index inclusions : do options listings and options trading volume matter?
Chen, Yangyang; Koutsantony, Constantine; Truong, Cameron; … - In: Journal of international financial markets, … 23 (2013), pp. 379-401
Persistent link: https://www.econbiz.de/10009707491
Cover Image
The dynamic relationship between stock volatility and trading volume
Attari, Muhammad Irfan Javaid; Rafiq, Saubana; Awan, … - 2012
The objective of the study is to measure the relationship between trading volume and returns; and change in trading volume and returns of stocks in Pakistan.Various techniques such as Unit root tests and GARCH have been applied on the data to determine the relationship between aforesaid...
Persistent link: https://www.econbiz.de/10009709586
Cover Image
Asset pricing in large information networks
Ozsoylev, Han N.; Walden, Johan - In: Journal of economic theory 146 (2011) 6, pp. 2252-2280
Persistent link: https://www.econbiz.de/10009412908
Cover Image
Do trading volumes explain the persistence of GARCH effects?
Carroll, Rachael; Kearney, Colm - In: Applied financial economics 22 (2012) 22/24, pp. 1993-2008
Persistent link: https://www.econbiz.de/10009719309
Cover Image
Return, volume and volatility relationship in Indian stock market : pre and post rolling settlement analysis
Mahajan, Sarika; Singh, Balwinder - In: Global business review 14 (2013) 3, pp. 413-428
Persistent link: https://www.econbiz.de/10010230064