Trading activity
Asymmetric Impact of Informed Trading Activity on Stock Return Volatility
... informed trading (PIN) measurement of Easley et ...informed trading activity and return volatility; this finding is consistent with one of Avramov et ...informed trading participation, this ...
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An Econometric Analysis of the TOCOM Energy Futures: Volatility, Trading Activity & Market Microstructure
... the trading activity and volatility relation of energy futures contacts and find that while volatility and trading volume are contemporaneously related, however, the strength of the relation can vary ...
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Relationship between Liquidity, Volatility and Trading Activity: An Intraday Analysis of Indian Stock Market
... as trading activity in the New York stock ...and trading activity exhibited in Table 5, it can be concluded that the increased trading activities happening in Indian stock market makes ...
6
Trading Activity in an Informal Agricultural Water Market: An Example From California
... repeated trading relationships, we would see 1267 separate trading relationships in 1267 trades, which would represent ...previous trading partners is a major determinant of future trading ...
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Trading activity in options and stock around price-sensitive news announcements
... examining trading activities in options and stock prior to the arrival of price- sensitive news, and relating these activities to the stock price reaction to informed shocks, this study contributes to the ...
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A reexamination of the relationship between volatility, liquidity and trading activity
... equity trading activity, market liquidity and return volatility at the portfolio level is similar to the relationship at the individual security ...higher trading activity is positively ...
13
Trading Activity in Options and Stock Around Price-Sensitive News Announcements
... examining trading activities in options and stock prior to the arrival of price- sensitive news, and relating these activities to the stock price reaction to informed shocks, this study contributes to the ...
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Search costs and investor trading activity: evidences from limit order book
... study trading behavior in the securities ...investor trading behavior in a stock market without relying on any information related ...of trading activity across investors, firm size and time ...
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The Determinants of Securities Trading Activity: Evidence from four European Equity Markets
... to trading volumes; suggesting that older listings attract more trades whilst growth stocks attract less trading volumes (possibly due to higher perceived ...in trading volumes is that it constitutes ...
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Computational intelligent hybrid model for detecting disruptive trading activity
... daily trading volume and daily volatilities (Öğüt, Doğana, & Aktaş, 2009), liquidity (Diaz, Theodoulidis, & Sampaio, 2011), and transaction price, volume and time (Mongkolnavin & Tirapat, ...on ...
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Margin Changes and Futures Trading Activity: a New Approach
... noise trading compared with informed trading in the futures ...of trading volume, informed trading and liquidity trading, in the volume-volatility relation using a marketwide private ...
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AN EMPIRICALLY STUDY ON THE RELATIONSHIP BETWEEN DERIVATIVES TRADING ACTIVITY AND SPOT MARKET TRADING ACTIVITY IN NATIONAL STOCK EXCHANGE
... From the above table it is clear that in the year 2010-11 number of contracts traded and also turnover value in index futures were at the peak over the five years of study. But stock futures, index options and stock ...
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THE EFFECT OF NETWORKING ON BUSINESS RESILIENCE OF TRADERS IN MUARA KUIN FLOATING MARKET IN BANJARMASIN CITY
... which trading activity is conducted on the river using ...by, trading activity in floating market begins to fade and regeneration is difficult to do due to the difficulty to maintain the ...
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The Sources of Country and Industry Variations in ASEAN Stock Returns
... Synchronizing the variables for the country and industry factors, the focus of this study would be on the measures of lagged return, trading activity, size and concentration in explaining the country and ...
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An Analysis on Trading Behaviors of Currency Futures: Evidence from BRICS Countries
... between trading activities and the volatility of futures ...futures trading activity for speculators and hedgers stabilize or destabilize in currency futures markets, and discusses how the increase ...
13
Market microstructure issues related to the Greek capital market
... An empirical investigation is conducted on the effects and implications of the imposition of: 1 daily price limits on the price volatility, stock returns and trading activity of individu[r] ...
238
Computer based trading, liquidity and trading costs
... in trading activity after the worst of the market ‘meltdown’ that ended in Q1 of 2009, the monthly number of trades in FTSE-100 stocks has more than quintupled, while value traded has only increased by ...
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The exclusion clause in government standard form of construction contracts
... Contracts are made every day. Usually a contract takes place from as simple as trading activity through to an agreement that involves complex activities. A contract may be defined as an agreement, ...
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Futures Trading and Spot Market Volatility: Evidence from Indian Commodity Markets
... unexpected trading volume, we choose the appropriate lag length using AIC (Akaike information criterion) lagged length of each variable in this study consistently, to have a clear understanding whether futures ...
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Overconfidence and bubbles in experimental asset markets
... conclusion, that an increase in market overconfidence is associated with the increase in average price and trading activity. The reduction of the aggregated average market price and trade volume over the ...
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