Volume and return
Trade volume and return volatility in Istanbul Stock Exchange
... trade volume and Istanbul Stock Exchange composite index (ISE-100) return volatility for the period 1990-2008 by including the trade volume and the day of the week effect in to the GARCH, EGARCH and ...
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The Effect of Stock Trading Volume on Return in the Egyptian Stock Market
... trading volume are related due to their joint dependence on underlying latent information flow ...between volume and return volatility Mestal and Gurgul ...
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Analyzing the Causal Relations between Trading Volume and Stock Returns and between Trading Volume and Return Volatility in Tehran Stock Exchange
... means volume could not be the Granger cause of stock ...previous volume of the market had a very limited role in predicting market ...between return and volume in developing ...
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The Empirical Investigation of Relationship between Return, Volume and Volatility Dynamics in Indian Stock Market
... for return and volume, which has led the returns to be asymmetric and non-normal and it can be verified from p value of Jarque-Bera ...trading volume is large, clearly a sign of peaked (leptokurtic) ...
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The Intraday Behaviour of Bid-Ask Spreads, Trading Volume and Return Volatility: Evidence from DAX30
... trading volume and bid-ask spread as explanatory variables in the variance ...The volume-volatility relation is a well documented empirical fact found for most types of financial contracts, including ...
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High-Volume Return Premium And Volume-Liquidity Premium
... the volume extreme is controlled, the average cumulative returns of the reference return portfolios for the overall sample and each of the three size groups over holding periods of 1, 10, 20, 30, and 50 ...
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Volume and its relationship to cardiac output and venous return
... the return of blood, is that of a bathtub ...adding volume and in- creasing the height of water in the tub. Only the volume flowing into the tub per minute is important for outflow and not the inflow ...
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Volume of Derivative Trading, Enterprise Value, and the Return on Assets
... the volume of derivatives trading is associated with the return on assets (ROA), as well as the enterprise value proxied by abnormal return (AR), before and after the US Financial ...the ...
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Trading volume and the predictability of return and volatility in the cryptocurrency market
... 1 Ning and Wirjanto (2009) apply a copula approach to study the extreme return–volume dependence in East-Asian stock markets. 2 The total market value of these six cryptocurrencies reached almost 200 ...
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Perbedaan Actual Return, Abnormal Return, Trading Volume Activity Dan Security Return Variability Saham Sebelum Dan Setelah Merger
... actual return, abnormal return, trading volume activity (TVA) and security return variability (SRV) of share before and after merger in 2006 at the companies listed in ...actual return ...
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The High-Volume Return Premium and Post-Earnings Announcement Drift
... in volume and decreasing in the change of dispersion of analysts’ earnings ...abnormal volume and the change in analyst forecast dispersion have opposite effects on post-earnings announcement ...on ...
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Effects of Search Volume Index On Return Of Hospitality Industry Stock
... Apparently, the Internet has become an important avenue for people to collect hotel information. A recent study indicated that a search volume index (SVI) recorded by search engines, such as Google, can affect a ...
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The impact of economic shocks on stock return and trading volume relationship
... This study analyzed the relationship between trading volume and stock return in the Main Market of Bursa Malaysia from April 2009 to October 2018, and ACE market from April 2000 to October 2018. The ...
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Bivariate return periods and their importance for flood peak and volume estimation
... Bivariate return periods and their importance for flood peak and volume estimation Brunner, Manuela Irene ; Favre, Anne-Catherine ; Seibert, Jan Abstract: Estimates of flood event magnitudes with a certain ...
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The Relationship between Stock Return and Trading Volume in Malaysian ACE Market
... ACE market was formerly known as MESDAQ, it is where new, young, and potential high growth companies get listed. In general, this study fills the gap created by the scarcity of previous studies that investigated the ...
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Volume I Issue V. LVCVA Return on Investment: Operations and Advertising
... visitor volume and more than 76 percent of visitors report having been reached by the LVCVA advertising campaign, it would be an overstatement to suggest that all, or even the majority, of southern Nevada’s ...
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The Relationship between Stock Return Volatility and. Trading Volume: The case of The Philippines*
... of return on the Philippine stock market and trading volume in Table 1 in order to determine if the data for the Philippine stock market exhibit characteristics consistent with the predictions of standard ...
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Trading Volume and Stock Return: Empirical Evidence for Asian Tiger Economies
... and volume affect the stock price change? The following four points are considered significant in discussing the price-volume relationship in Asian Tiger ...stock return by applying linear regression ...
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Trading Volume and Stock Return: The Impact of Events in Pakistan on KSE 100 Indexes
... 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 returns of KSE ...
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Stock Return Predictability by using Market Ratio, Trading Volume, and Stock Variance
... The regression result of book-to-market ratio has a coefficient of 0.00260 and significance level of 0.0000. It means that book-to-market ratio has a negative significant effect to stock return predictability. ...
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