Trading volume
Broker Trading Volume: A Conflict of Interest?
... what effects MiFID II will have. On the one hand, institutional investors argue that direct payments, with clearly defined fee structures, will not allow them to reward quality in the same way that the current structure ...
49
The determinants of foreign trading volume of stocks listed in multiple markets
... ‘foreign trading volume share’ in Table III show that the mean ...on trading activities in all foreign host ...of trading in American host markets while the direct trading costs and ...
38
Relationship between Trading Volume and Asymmetric Volatility in the Korean Stock Market
... between trading volume and volatility for the New York Stock Exchange (NYSE) index from 1986 to ...that trading volume did not completely explain the GARCH effect, and concluded that while ...
6
Determinants of Earnings Response Coefficient (ERC) and its Impact on Trading Volume
... stock trading volume as the dependent variable being measured formula dividing the number of shares i are traded on the stock with the number of shares outstanding ...
14
Share Price and Trading Volume Reactions to Lockup Expiration in Malaysian IPOs
... abnormal volume starts to increase and show an upward trend, peaking on day ...abnormal volume remains positive and higher from day −10 throughout 50 days after the unlock ...abnormal trading ...
5
The Relationship between Stock Return and Trading Volume in Malaysian ACE Market
... and trading volume of firms listed in Kuala Lumpur stock exchange for the period January 1985-December ...trading volume. Mohamad and Nassir (1995) found price changes cause volume ...
8
Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model
... that trading volume also exhibits a two-factor structure: the first factor arises from their trades in the market portfolio and the second factor arises from their trades in the hedging ...asset’s ...
65
Revisiting the empirical linkages between stock returns and trading volume
... that trading volume does not Granger-cause stock returns using daily data from three stock markets: New York, Tokyo and ...that trading activity is positively related to lagged returns for many ...to ...
32
The determinants of foreign trading volume of stocks listed in multiple markets
... the trading environment in their home markets and other European markets owing to European rules and regulations that have been harmonised particularly in more recent ...foreign trading volume ...
37
Trading volume-induced spatial autocorrelation in real estate prices
... This study made three contributions. First, it provided an economic explanation for spatial dependence in real estate prices based on the information search framework. This explanation implied that traders rely more on ...
14
Herding Behavior and Trading Volume: Evidence from the American Indexes
... excessive trading volume can results from herding behavior, while findings show that agents tend to trade in massive way on particular stock, which creates high trading volume and contributes ...
18
Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices
... The choice of a six-month horizon for measuring skewness is admittedly somewhat arbitrary. In principle, the effects that we are interested in could be playing themselves out over a shorter horizon, so that ...
49
Trading Volume and Stock Return: The Impact of Events in Pakistan on KSE 100 Indexes
... between trading volume and fluctuations in stock returns of KSE 100-INDEX due to events and after analysis we draw the conclusion that events significantly affect the trading volume and stock ...
11
Trading volume and stock market volatility: evidence from emerging stock markets
... total trading volume is used as a proxy for information ...total trading volume has a statistically signifi- cant positive effect on the conditional volatility of seven out of 12 emerging ...
11
TAX HETEROGENEITY AND TRADING VOLUME AROUND THE EX-DIVIDEND DAY: ESTONIAN EVIDENCE
... that trading opportu- nities around the ex-dividend day are mostly theoretical and would vanish in practice due to the high transaction ...and trading opportunities existed in practice, ...abnormal ...
39
Stock Return and Trading Volume Relation in Nepalese Stock Market: An ARDL Approach
... and volume are two important components of every kind of economic equilibrium and these components are jointly determined by the same share market ...and trading volume are two statistics that are ...
10
The Study on the Correlation between Wholesale Price and Trading Volume in Taiwan Milkfish Market
... the volume of the milkfish affect each other, ...the trading volume, and the trading volume can also be used to predict the ...the trading volume will have a negative ...
9
The Testing of Causal Stock Returns-Trading Volume Dependencies with the Aid of Copulas
... the trading volume of S&P500 index future contracts, whereas when using daily stock returns the MDH was not ...that trading volume and volatility share the same degree of long-run ...
24
Relation between past stock market returns and trading volume in Europe
... alternative trading venues have increased their market share, as the new regulatory environment has placed new rules for trade transparency, and this has been done partly at the cost of the traditional ...
62
Trading volume and the number of trades:a comparative study using high frequency data
... between trading volume and stock prices volatility has been widely investigated in an impressive body of empirical and theoretical ...aggregated volume using daily data from the cotton futures ...
25