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Speculative ratios and returns volatility in the South African white maize futures market

Sayed, Ayesha; Auret, C. - In: Cogent economics & finance 11 (2023) 1, pp. 1-21

This paper examines the relationship between trading activity and returns volatility in white maize futures listed on the South African Futures Exchange (SAFEX) and investigates the impact of speculative activity on volatility. Returns volatility is estimated using a GARCH (1,1) model. Trading...

Persistent link: https://www.econbiz.de/10014500465

Trading motives on the dynamic relationship between stock returns and trading volume : evidence from Egypt

Abdeldayem, Marwan Mohamed; Mahmoud, Mohamed Reda - In: The international journal of finance 25 (2013) 4, pp. 7914-7945

Persistent link: https://www.econbiz.de/10010382962

Hedging or speculation : what can we learn from the volume-return relationship?

Huang, Lin; Zhang, Dayong - In: Emerging markets finance & trade : a journal of the … 51 (2015) 6, pp. 1117-1128

Persistent link: https://www.econbiz.de/10011561233

Do large hedgers and large speculators pressure on selected stock futures market in India?

Srinivasan, K.; Mahapatra, Rudra Prasanna; Mathew, Jain - In: The empirical economics letters : a monthly … 15 (2016) 7, pp. 675-682

Persistent link: https://www.econbiz.de/10011655801

Speculative trading and bubbles : origins of art price fluctuations

Penasse, Julien; Renneboog, Luc - 2018

Persistent link: https://www.econbiz.de/10011817663

In search of concepts : the eﬀects of speculative demand on stock returns

Ap Gwilym, Owain; Hasan, Iftekhar; Wang, Qingwei; Xie, Ru - In: European financial management : the journal of the … 22 (2016) 3, pp. 427-449

Persistent link: https://www.econbiz.de/10011712935

Speculative trading and bubbles : evidence from the art market

Pénasse, Julien; Renneboog, Luc - In: Management science : journal of the Institute for … 68 (2022) 7, pp. 4939-4963

Persistent link: https://www.econbiz.de/10013369239

On interpreting market reaction to interim dividends during ex-dividend period : Greek evidence

Dasilas, Apostolos - In: International review of applied economic research 1 (2006) 1, pp. 45-64

Persistent link: https://www.econbiz.de/10003714661

Sensation seeking, overconfidence, and trading activity

Grinblatt, Mark; Keloharju, Matti - 2006

Persistent link: https://www.econbiz.de/10003326203

Differences of opinion of public information and speculative trading in stocks and options

Cao, H. Henry; Ou-Yang, Hui - In: The review of financial studies 22 (2009) 1, pp. 299-355

Persistent link: https://www.econbiz.de/10003836271

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