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The real side of the high-volume return premium

Israeli, Doron; Kaniel, Ron; Sridharan, Suhas A. - 2020

Persistent link: https://www.econbiz.de/10012221698

Handelsvolumen auf Aktienmärkten : univariate Analysen und kontemporäre Rendite-Mengen-Beziehungen

Mestel, Roland - 2008 - 1. Aufl.

Persistent link: https://www.econbiz.de/10013353967

The effect of adjustment announcement of predicted profit on price and trading volume of listed companies in Tehran Stock Exchange

Pakdel, Majid; Talebbeydokhti, Abbbas - In: Dutch journal of finance and management 2 (2018) 1/49, pp. 1-4

This study investigated the effect of adjustment announcement of predicted profit on price and stocks trading volume of listed companies in Tehran Stock Exchange, in order to determine whether the declaration of adjusted earnings forecast have effect on the two parameters of price and trading...

Persistent link: https://www.econbiz.de/10012063172

Currency-adjusted stock index causality and cointegration : evidence from intraday data

Jalbert, Terrance - In: The international journal of business and finance … 9 (2015) 5, pp. 83-91

Persistent link: https://www.econbiz.de/10011383380

Stock market reactions during different phases of the COVID-19 pandemic : cases of Italy and Spain

Keliuotyte-Staniuleniene, Greta; Kviklis, Julius - In: Economies : open access journal 10 (2022) 1, pp. 1-32

The COVID-19 pandemic and pandemic-induced lockdowns and quarantine establishments have inevitably affected individuals, businesses, and governments. At the same time, the spread of the COVID-19 pandemic had a dramatic impact on financial markets all over the world and caused an increased level...

Persistent link: https://www.econbiz.de/10012800500

Testing weak-form market efficiency in the Stock Exchange of Thailand

Nattawut Jenwittayaroje - In: Global business & economics review 24 (2021) 3, pp. 211-224

Persistent link: https://www.econbiz.de/10012513838

Are cryptocurrencies a backstop for the stock market in a COVID-19-led financial crisis? : evidence from the NARDL approach

Jeribi, Ahmed; Jena, Sangram Keshari; Lahiani, Amine - In: International Journal of Financial Studies : open … 9 (2021) 3, pp. 1-36

The study investigates the safe haven properties and sustainability of the top five cryptocurrencies (Bitcoin, Ethereum, Dash, Monero, and Ripple) and gold for BRICS stock markets during the COVID-19 crisis period from 31 January 2020 to 17 September 2020 in comparison to the precrisis period...

Persistent link: https://www.econbiz.de/10012587922

Stock index pattern discovery viaToeplitz Inverse Covariance-Based Clustering

Ouyang, Hongbing; Wei, Xiaolu; Wu, Quifeng - In: Romanian journal of economic forecasting 23 (2020) 2, pp. 58-72

Persistent link: https://www.econbiz.de/10012422442

Indicative approaches in forecasting of industry indexes

Grigorieva, Elena Mikhailovna; Valkov, Dmitry Sergeevich - In: International journal of economic policy in emerging … 12 (2019) 4, pp. 362-376

Persistent link: https://www.econbiz.de/10012251132

Hype vs reality on US and BRICS stock markets going their separate ways : post-crisis evidence

Aktan, Bora - In: Investment management and financial innovations 15 (2018) 2, pp. 203-212

Persistent link: https://www.econbiz.de/10012055216