Results 171 to 180 of about 1,420 (215)

Institutional Trading, Trading Volume, and Spread

SSRN Electronic Journal, 2001
The effect of institutional trading on the bid-ask spread is of interest to regulators and market makers. It is often (casually) argued that greater institutional participation results in increased volatility in the market. On the other hand, some argue that greater liquidity trading by institutions should reduce spread.
Malay Dey, B. (Radha) Radhakrishna
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Trading Volume

2008
Griffith Business School, Department of Accounting, Finance and Economics ; No Full ...
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The length of the trading day and trading volume

Eurasian Business Review, 2019
As the financial literature has documented, trading volume is generally affected by information releases, extreme returns, herd instinct, overconfidence, panic and volatility. In this study, we provide further empirical evidence that the extension of trading hours has a positive effect on trading volume.
Mahmoud Qadan, David Y. Aharon
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Trust and trading volume

Economics Letters, 2021
Abstract This study theoretically investigates the influence of social trust on the trading volume in asset markets. Trust influences how an investor interprets new information supplied by other agents in the market when they decide their portfolio allocation.
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Scale Economies and the Volume of Trade

The Review of Economics and Statistics, 1994
In this paper we split the number of actual years of schooling into five components: effective years, repeated years, skipped years, inefficient routing years and dropout years. Estimation of earnings equations using these explanatory variables produces some interesting empirical and theoretical results.
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Trading volume and the number of trades [PDF]

, 2007
Trading volume and the number of trades are both used as proxies for market activity, with disagreement as to which is the better proxy for market activity. This paper investigates this issue using high frequency data for Cisco and Intel in 1997. A number of econometric methods are used, including GARCH augmented with lagged trading volume and number ...
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Herding and Trading Volume

SSRN Electronic Journal, 2011
This study modifies the cross-sectional absolute deviation of returns (CSAD) of Chang, Cheng and Khorana’s (2000) by adding trading volume variable and find significant evidence of herding in the Hong Kong stock market using daily data. Specifically, higher trading volume induces more herding.
Qing Qing Lan, Rose Neng Lai
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Predicting Intraday Trading Volumeand Volume Percentages

The Journal of Trading, 2014
This article discusses recent techniques and results in the area of forecasting intraday volume and intraday volume percentages. By exploring ways to predict volume, the authors seek to improve the performance of trading algorithms, many of which depend upon the volume that will trade while the order is active.
Venkatesh Satish, Abhay Saxena, Max Palmer   +2 more
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On the volume of trades in triple systems [PDF]

Australas. J Comb., 1997
A \((v,k,t)\) trade of volume \(s\) is a pair \((T_1,T_2)\), where \(T_1\) and \(T_2\) are disjoint collections of \(k\)-sets chosen from a \(v\)-set \(V\), such that \(|T_1|=|T_2|=s\) and \(T_1\) and \(T_2\) cover the same \(t\)-subsets of \(V\). The foundation of a trade is the set of elements covered by \(T_1\) and \(T_2\).
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Insider Trading, Traded Volume and Returns [PDF]

, 2011
Several models predict that both market liquidity and trading volume generated by less informed traders do not increase when there is insider trading. Available empirical evidence is mixed and still relatively small, because of the inherent di¢ culty to identify insider trading events.
Fabio C. Bagliano, Carlo A. Favero, Giovanna Nicodano   +2 more
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