Results 11 to 20 of about 1,420 (215)
On the Volumes and Affine Types of Trades [PDF]
A $[t]$-trade is a pair $T=(T_+, T_-)$ of disjoint collections of subsets (blocks) of a $v$-set $V$ such that for every $0\le i\le t$, any $i$-subset of $V$ is included in the same number of blocks of $T_+$ and of $T_-$. It follows that $|T_+| = |T_-|$ and this common value is called the volume of $T$.
Ebrahim Ghorbani +3 more
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Trading Volume and Arbitrage [PDF]
Decomposing returns into market and stock specific components is common practice and forms the basis of popular asset pricing models. What about volume? Can volume be decomposed in the same way as returns? Lo and Wang (2000) suggest such a decomposition. Our paper contributes to this literature in two different ways.
Darolles, Serge, Le Fol, Gaëlle
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Overconfidence and trading volume [PDF]
Theoretical models predict that overconfident investors will trade more than rational investors. We directly test this hypothesis by correlating individual overconfidence scores with several measures of trading volume of individual investors (number of trades, turnover).
Glaser, Markus, Weber, Martin
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Volume Dynamics and Multimarket Trading [PDF]
AbstractThe trading of shares of the same firm in multiple markets has become common over the last 30 years, but there is little empirical evidence on the extent to which investors actively exploit multimarket environments. We introduce a volume-based measure of multimarket trading to address this question.
Halling, Michael +2 more
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There exists a relationship between stock returns and trading volume in the world capital market and the changes in stock return does impact trading volume or trading volume does impact stock return.
Dr. Ravi Kant
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PERAN ORDER INVESTOR DALAM MENJELASKAN TERBENTUKNYA POLA VOLUME PERDAGANGAN DI BURSA EFEK INDONESIA
The purpose of this study is to analyze the role of informed and uninformed investor in explaining the formation of the pattern of trading volume in the Indonesian Stock Exchange (IDX).
Ghazali Syamni
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Investigating the Impact of Macroeconomic Variables on the Container Trading in Iranian Ports of the Persian Gulf [PDF]
Nowadays, maritime trade plays an important role in the economy of some countries, including Iran. Especially, some of the ports in Iran that are located on the Persian Gulf border carry out container shipping operations. Therefore, in the present study,
Reza Roshan
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Estimating Trade Flows: Trading Partners and Trading Volumes* [PDF]
We develop a simple model of international trade with heterogeneous firms that is consistent with a number of stylized features of the data. In particular, the model predicts positive as well as zero trade flows across pairs of countries, and it allows the number of exporting firms to vary across destination countries.
Rubinstein, Yona +2 more
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The Role of Goods‐Trade Networks for Services‐Trade Volume [PDF]
AbstractIn this paper, we address the role of countries’ goods‐trade networks for their services‐trade volume. The paper employs a large cross section of bilateral trade data on aggregate cross‐border goods and services sales and illustrates that the depth and overlap of two countries’ services networks induce a positive direct impact on their services‐
Egger, Peter H. +2 more
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Market reactions as measured by Stock Trading Volume are often investigated due to the publication of financial statements (profit publications), dividend distribution announcements, announcement of dividend increases, announcement of changes in ...
Yopie Chandra
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