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Rethinking decimalization : the impact of increased tick sizes on trading activity, volatility, and price clustering

Blau, Benjamin; Whitby, Ryan - In: Market microstructure and liquidity 5 (2019) 1/4, pp. 1-34

Persistent link: https://www.econbiz.de/10012820070

Relationship between FIIs' herding and returns in the Indian equity market : further empirical evidence

Choudhary, Kapil; Parminder Singh; Soni, Amit - In: Global business review 23 (2022) 1, pp. 137-155

Persistent link: https://www.econbiz.de/10012822101

The effect of corporate social responsibility activities on investors' heterogeneous beliefs : a study of Korea's data set

Jung, Hyun-Uk; Mun, Tae-Hyoung; Kim, Young Ei - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 10, pp. 95-107

Persistent link: https://www.econbiz.de/10012671352

How does Google search affect the stock market? : evidence from Indian companies

Aziz, Tariq; Ansari, Valeed Ahmad - In: Vision : the journal of business perspective 25 (2021) 2, pp. 224-232

Persistent link: https://www.econbiz.de/10012520171

Behavioural biases and stock market reaction : evidence from six post-communist countries

Trifan, Ruxandra - In: Ekonomický časopis : časopis pre ekonomickú … 68 (2020) 8, pp. 811-826

Persistent link: https://www.econbiz.de/10012591216

The relationship between trading volume and market returns : a VAR/Granger causality testing approach in the context of Saudi Arabia

Alhussayen, Hanan - In: Organizations and markets in emerging economies 13 (2022) 1/25, pp. 260-275

This paper investigates the relationship between trading volume and market returns in the Saudi stock market. Daily data of number of shares traded and TASI returns from 2010 till mid-2021 are used for the same. The Granger causality test reveals a unidirectional relationship from returns to...

Persistent link: https://www.econbiz.de/10013279669

Predicting bitcoin prices : ANN approach

Gopal, Naresh; Senthilkumar, K. S. - In: International journal of electronic finance : IJEF 10 (2020) 1/2, pp. 67-78

Persistent link: https://www.econbiz.de/10012509280

Volume dynamics around FOMC announcements

Zhu, Xingyu Sonya - 2021

Persistent link: https://www.econbiz.de/10012815863

The multiple dimensions of liquidity

Garabedian, Garo; Inghelbrecht, Koen - 2020

Persistent link: https://www.econbiz.de/10012793065

Trading volume and stock returns: a meta-analysis

Bajzik, Josef - 2020

I examine 468 estimates on the relationship between trading volume and stock returns reported in 44 studies. I deploy recent nonlinear techniques for detecting publication bias together with Bayesian and frequentist model averaging to evaluate the heterogeneity in the estimates. The results...

Persistent link: https://www.econbiz.de/10012395240