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Blocktransaktionen an der deutschen Aktienbörse : eine empirische Analyse

Schäffner, Daniel - 2003 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001822052

Forecasting volatility and volume in the Tokyo stock market : the advantage of long memory models

Lux, Thomas (contributor); Kaizoji, Taisei (contributor) - 2004 - [Elektronische Ressource]

We investigate the predictability of both volatility and volume for a large sample of Japanese stocks. The particular emphasis of this paper is on assessing the performance of long memory time series models in comparison to their short-memory counterparts. Since long memory models should have a...

Persistent link: https://www.econbiz.de/10002090155

Trading volume and information revelation in stock markets

Suominen, Matti - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 4, pp. 545-565

Persistent link: https://www.econbiz.de/10001651575

Volume and autocovariance in short-horizon stock returns : evidence from 1992 to 1998 in Chile

Parisi F., Franco; Acevedo Flores, Carlos Gerardo - In: International review of financial analysis 10 (2001) 3, pp. 275-285

Persistent link: https://www.econbiz.de/10001634892

Price and trading volume reaction : the case of Hong Kong companies' earnings announcements

Cheung, Daniel K. C.; Sami, Heibatollah - In: Journal of international accounting auditing & taxation 9 (2000) 1, pp. 19-42

Persistent link: https://www.econbiz.de/10001499243

Capital gains holding periods and equity trading: evidence from the 1998 act

Blouin, Jennifer L.; Raedy, Jana Smith; Shackelford, … - 2000

Persistent link: https://www.econbiz.de/10001500020

Statutory induced switching into a new market

Schmidt, Hartmut; Schrader, Torsten - In: Empirical research on the German capital market : with …, (pp. 97-110). 1999

Persistent link: https://www.econbiz.de/10001427627

Common factors in prices, order flows, and liquidity

Hasbrouck, Joel; Seppi, Duane J. - In: Journal of financial economics 59 (2001) 3, pp. 383-411

Persistent link: https://www.econbiz.de/10001545069

Kapitalmarktreaktionen auf Nennwertumstellungen

Wulff, Christian - 2001 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001550498

Stock market volatility and trading activities in the KOSPI 200 derivatives markets

Kim, Minho; Kim, Gyeong-rok; Kim, Mincheol - In: Applied economics letters 11 (2004) 1, pp. 49-53

Persistent link: https://www.econbiz.de/10001911777