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Trading volume and volatility in the shipping forward freight market

Alizadeh, Amir H. - In: Transportation Research Part E: Logistics and … 49 (2013) 1, pp. 250-265

This paper investigates the price volatility and trading volume relationship in the forward freight agreement (FFA … contemporaneous and positive relation between trading volume and volatility, which is in line with evidence from financial markets and … the Mixture of Distribution Hypothesis. However, increases in price volatility lead to lower future trading activities in …

Persistent link: https://www.econbiz.de/10010754999

Stability of the “returns-growth” relationship in G7: The dynamic conditional lagged correlation approach

Lyocsa, Stefan; Baumohl, Eduard - In: Borsa Istanbul Review 14 (2014) 1, pp. 48-56

market volatility. …

Persistent link: https://www.econbiz.de/10010756112

Co-Integration of Gold Price Movement with Nifty Indices: A Study in Indian Context

Singh, Raman Preet; Kishor, Nawal - In: Transnational Corporations Review 6 (2014) 1, pp. 42-57

India is the world¡¯s largest importer of gold and imported about 830 tons of gold in 2012-13. In this paper, an attempt has been made to investigate the existence of unidirectional or bi-directional relationship between the gold price and Nifty Indices. The relationship has been investigated...

Persistent link: https://www.econbiz.de/10010756287

Volatility Transmission across Currency, Commodity and Equity Markets under Multi-Chain Regime Switching: Implications for Hedging and Portfolio Allocation

Khalifa, A.; Hammoudeh, S.; Otranto, E.; Ramchander, S. - Centro Ricerche Nord Sud (CRENoS) - 2012

This paper uses the multi-chain Markov Switching model to examine the nature of the volatility transmission across … it is tranquil, and portfolio weights are larger for assets that are in the low volatility state. …

Persistent link: https://www.econbiz.de/10010757677

Procyclical government spending: a public choice analysis

Abbott, Andrew; Jones, Philip - In: Public Choice 154 (2013) 3, pp. 243-258

Procyclical government spending occurs when government expenditures increase at a faster rate than income in an economic upturn but fall at a faster rate in a recession. Voracity effects occur when competition for increased spending proves more effective as national income increases. Public...

Persistent link: https://www.econbiz.de/10010863699

Identifying Bull and Bear Markets in Japan

Shibata, Mai - In: Asia-Pacific Financial Markets 19 (2012) 2, pp. 99-117

Persistent link: https://www.econbiz.de/10010866385

Performance Regularity: A New Class of Executive Compensation Packages

Bernard, Carole; Courtois, Olivier Le - In: Asia-Pacific Financial Markets 19 (2012) 4, pp. 353-370

CEOs to maintain a regular performance over time and a stable volatility level. The importance and implications of the …

Persistent link: https://www.econbiz.de/10010866394

An evolutionary CAPM under heterogeneous beliefs

Chiarella, Carl; Dieci, Roberto; He, Xue-Zhong; Li, Kai - In: Annals of Finance 9 (2013) 2, pp. 185-215

persistent volatility characterized by significantly decaying autocorrelations of, and positive correlation between, price … volatility and trading volume. Copyright Springer-Verlag Berlin Heidelberg 2013 …

Persistent link: https://www.econbiz.de/10010866548

Dynamic Correlations Among Asset Classes: REIT and Stock Returns

Case, Bradford; Yang, Yawei; Yildirim, Yildiray - In: The Journal of Real Estate Finance and Economics 44 (2012) 3, pp. 298-318

Persistent link: https://www.econbiz.de/10010866974

Inflation, GDP and Causality for European Countries

Koulakiotis, Athanasios; Lyroudi, Katerina; … - In: International Advances in Economic Research 18 (2012) 1, pp. 53-62

Persistent link: https://www.econbiz.de/10010867107