Results 11 to 20 of about 8,324,524 (296)

Trading volume and the number of trades : a comparative study using high frequency data [PDF]

open access: yes, 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.
Izzeldin, Marwan, Marwan Izzeldin
core   +4 more sources

Behavioural errors and stock market investment decisions: recent evidence from Pakistan [PDF]

open access: yesAJAR (Asian Journal of Accounting Research), 2022
Purpose – This study examines the role of behavioural factors, such as confidence, optimism, pessimism and rational expectation, in affecting investment decisions in the Pakistani stock market.
Kashif Rashid   +2 more
doaj   +1 more source

An Empirical Analysis of the Price Volatility Characteristics of China’s Soybean Futures Market Based on ARIMA-GJR-GARCH Model

open access: yesJournal of Mathematics, 2021
As the main force in the futures market, agricultural product futures occupy an important position in the China’s market. Taking the representative soybean futures in Dalian Commodity Futures Market of China as the research object, the relationship ...
Yang Xu   +5 more
doaj   +1 more source

PENGARUH AKTIVITAS PERDAGANGAN TERHADAP RETURN SAHAM SYARIAH PERUSAHAAN YANG LISTING DI JAKARTA ISLAMIC INDEX (JII) PERIODE 2012 – 2014

open access: yesJurnal Madania, 2016
The Effect of Trading Activity on the Sharia Return Share Company Listed in Jakarta Islamic Index (JII) During 2012-2014. This article is aimed at investigating whether trade activities such as frequency, volume, trading day where simultaneously and ...
Rini Elvira
doaj   +1 more source

Volume Dynamics and Multimarket Trading [PDF]

open access: yesJournal of Financial and Quantitative Analysis, 2011
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
openaire   +3 more sources

Liquidity Effects on the Simultaneity of Trading Volume and Order Imbalance

open access: yesJEJAK: Jurnal Ekonomi dan Kebijakan, 2016
The purpose of this research is to analyze the simultaneity between trading volume and order imbalance, the influence of past performance, market risk, market capitalization, tick size to the trading volume and the influence of tick size, depth and bid ...
Erman Denny Arfianto, Nurita Kusumastuti
doaj   +1 more source

Economic Policy Uncertainty and Sectoral Trading Volume in the U.S. Stock Market: Evidence from the COVID-19 Crisis

open access: yesComplexity, 2022
We empirically analyze the impact of economic uncertainty due to the COVID-19 pandemic on the trading volume of each sector in the S&P 500 index. Wavelet coherence analysis is carried out using economic policy uncertainty data and the trading volume of ...
Dohyun Pak, Sun-Yong Choi
doaj   +1 more source

AN EMPIRICAL ANALYSIS OF SELECTED COMPANIES OF NON-METAL, REAL ESTATE AND MINING INDUSTRIES IN INDIAN CAPITAL MARKET

open access: yesRamanujan International Journal of Business and Research, 2016
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
doaj   +1 more source

PERAN ORDER INVESTOR DALAM MENJELASKAN TERBENTUKNYA POLA VOLUME PERDAGANGAN DI BURSA EFEK INDONESIA

open access: yesJurnal Akuntansi dan Keuangan Indonesia, 2011
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
doaj   +1 more source

Estimating Trade Flows: Trading Partners and Trading Volumes* [PDF]

open access: yesQuarterly Journal of Economics, 2008
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
openaire   +2 more sources

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