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The effects of index changes on stock trading : evidence from the EGX

Ahmed, Neveen; Bassiouny, Aliaa - In: Review of economics & finance 11 (2018) 1, pp. 55-66

Persistent link: https://www.econbiz.de/10011869855

Multiple markets, algorithmic trading, and market liquidity

Upson, James; Van Ness, Robert A. - In: Journal of financial markets 32 (2017), pp. 49-68

Persistent link: https://www.econbiz.de/10011814965

Investor recognition and liquidity : evidence from dual listing on the NYSE and NASDAQ

Hegde, Shantaram P.; Lin, Hao; Varshney, Sanjay B. - In: Applied economics letters 24 (2017) 4/6, pp. 229-232

Persistent link: https://www.econbiz.de/10011704418

Stock market return predictability : Google pessimistic sentiments versus fear gauge

Habibah, Ume; Rajput, Suresh Kumar Oad; Sadhwani, Ranjeeta - In: Cogent economics & finance 5 (2017) 1, pp. 1-15

This study aims at comparing Google Search Volume Indices (GSVIs—including market crash and bear market) and VIX (Investor Fear Gauge Index) in terms of explaining the S&P 500 returns. The VIX is found a more robust predictor of stock market returns than Google indices, and it does granger...

Persistent link: https://www.econbiz.de/10011886968

The impact of financial transaction taxes on stock markets : short-run effects, long-run effects, and migration

Eichfelder, Sebastian; Lau, Mona; Noth, Felix - 2018 - Version: July 2018

We investigate the impact of the French 2012 financial transaction tax on trading volumes and volatility. We extend empirical research by analyzing announcement and short-run treatment effects, migration effects, and long-run volatility measures. We find a strong short-run impact on trading...

Persistent link: https://www.econbiz.de/10011901196

Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market

Huptas, Roman - In: Quantitative finance 18 (2018) 5, pp. 749-760

Persistent link: https://www.econbiz.de/10011907915

How does electronic trading affect efficiency of stock market and conditional volatility? : evidence from Toronto Stock Exchange

Dutta, Shantanu; Essaddam, Naceur; Kumar, Vinod; Saadi, … - In: Research in international business and finance 39 (2017), pp. 867-877

Persistent link: https://www.econbiz.de/10011912398

The use of open source internet to analysis and predict stock market trading volume

Moussa, Faten; Ben Ouda, Olfa; Delhoumi, Ezzeddine - In: Research in international business and finance 41 (2017), pp. 399-411

Persistent link: https://www.econbiz.de/10011914519

Stock market volatility and trading volume : a special case in Hong Kong with stock connect turnover

Chan, Brian Sing Fan; Cheng, Andy Cheuk Hin; Ma, Alfred … - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-17

The cross-boundary Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connect provides a special data set to study the dynamic relationships among volatility, trading volume and turnover among three stock markets, namely Shanghai, Shenzhen, and Hong Kong. We employ the Granger Causality test with...

Persistent link: https://www.econbiz.de/10011960613

Does investor attention affect trading volume in the Brazilian stock market?

Souza, Heloisa Elias de; Barbedo, Claudio Henrique da … - 2018

Persistent link: https://www.econbiz.de/10011946446