Narrow search
Showing 1 - 10 of 130,367
Cover Image
The impact of firm-specific public news on intraday market dynamics : evidence from the Turkish stock market
Baklaci, Hasan F.; Tunc, Gokce; Aydogan, Berna; Vardar, … - In: Emerging markets finance & trade : a journal of the … 47 (2011) 6, pp. 99-119
Persistent link: https://www.econbiz.de/10009563064
Cover Image
Ramadan effect on stock market return and trade volume : evidence from Dhaka Stock Exchange (DSE)
Hassan, Md. Hashibul; Kayser, Md. Shahidullah - In: Cogent economics & finance 7 (2019) 1, pp. 1-10
Ramadan, the holy month for the Muslims, with the market return, volatility and trade volume in the of DSE. Applying GJR-GARCH … stock market return and volatility. However, Ramadan has a significant negative impact on the daily trade volume of DSE …
Persistent link: https://www.econbiz.de/10012023939
Cover Image
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
Cover Image
No news is not good news: evidence from the intra-day return volatility-volume relationship in Shanghai stock exchange
Krishnamurti, Chandrasekhar; Tian, Gary Gang; Xu, Min; … - In: Journal of the Asia Pacific economy 18 (2013) 1, pp. 149-167
Persistent link: https://www.econbiz.de/10009713176
Cover Image
The effect of overconfidence behaviour on stock market volatility in Belgium
Anzian, Kouamé Marcel; Oyibo, Paul Vivien; Djeban, … - In: Theoretical and applied economics : GAER review 30 (2023) 3/636, pp. 131-146
Persistent link: https://www.econbiz.de/10014583859
Cover Image
The impact of the day-of-the-week on the VIX fear gauge
Qadan, Mahmod - In: International journal of economic perspectives : IJEP 7 (2013) 2, pp. 24-31
Persistent link: https://www.econbiz.de/10011586397
Cover Image
The day-of-the-week anomaly in market returns, volume and volatility in SAARC countries
Abbas, Sumra; Javid, Attiya Yasmin - 2015
Persistent link: https://www.econbiz.de/10011335025
Cover Image
Stock market volatility and equity returns : evidence from a two-state Markov-switching model with regressors
Xinyi, Liu; Margaritis, Dimitris; Wang, Peiming - In: Journal of empirical finance 19 (2012) 4, pp. 483-496
Persistent link: https://www.econbiz.de/10009615667
Cover Image
Relationship between Stock Return, Trading Volume and Volatility : Evidence from Pakistani Stock Market
Mubarik, Fauzia - 2010
This study investigates the relationship between trading volume and returns and volatility of Pakistani market for the … period of July 1998 to October 2008. The Dickey-Fuller test is applied to turn the time series stationary. The ARCH and GARCH …-M models are used to test the return, volatility and volume relationship. The results indicate that there is evidence of first …
Persistent link: https://www.econbiz.de/10013149055
Cover Image
An Empirical Investigation of Asymmetric Volatility, Trading Volume and Risk-Return Relationship in the Indian Stock Market
Naik, Pramod Kumar - 2013
Information Arrival Hypothesis (SIAH). The level of volatility persistence also compared. Finally, GARCH in mean extension has …The objective of this article is to investigate the volatility asymmetry, volatility-volume relationship by considering …, 1997 to May 30, 2013 for S&P CNX Nifty are used for the empirical analysis. First, we employ GARCH, EGARCH and GJR-GARCH …
Persistent link: https://www.econbiz.de/10013078205