Works matching DE "SECURITIES trading volume"
Results: 498
BEHAVIOR OF STOCK PRICE VARIABILITY OVER TRADING AND NONTRADING PERIODS, AND DAILY RETURN VOLATILITY.
- Published in:
- Gadjah Mada International Journal of Business, 2007, v. 9, n. 3, p. 409, doi. 10.22146/gamaijb.5590
- By:
- Publication type:
- Article
INSTITUTIONAL INVESTORS AND STOCK MARKET VOLATILITY.
- Published in:
- Quarterly Journal of Economics, 2006, v. 121, n. 2, p. 461, doi. 10.1162/qjec.2006.121.2.461
- By:
- Publication type:
- Article
Penny wise and pound foolish: capital gains tax and trading volume on the Zagreb Stock Exchange.
- Published in:
- Public Sector Economics (2459-8860), 2020, n. 3, p. 299, doi. 10.3326/pse.44.3.2
- By:
- Publication type:
- Article
Penny wise and pound foolish: capital gains tax and trading volume on the Zagreb Stock Exchange.
- Published in:
- Public Sector Economics (2459-8860), 2020, n. 3, p. 299, doi. 10.3326/pse.44.3.2
- By:
- Publication type:
- Article
Insights into Herding Behavior in Indonesian Islamic Banks.
- Published in:
- Journal of Finance & Banking Review (JFBR), 2024, v. 9, n. 1, p. 27, doi. 10.35609/jfbr.2024.9.1(1)
- By:
- Publication type:
- Article
Los mercados financieros en la encrucijada.
- Published in:
- Empresa y Humanismo, 2007, v. 10, n. 2, p. 117
- By:
- Publication type:
- Article
Testing weak exogeneity in multiplicative error models.
- Published in:
- Quantitative Finance, 2017, v. 17, n. 10, p. 1617, doi. 10.1080/14697688.2016.1274045
- By:
- Publication type:
- Article
An investigation on the relationship between return and trading volume: asymmetric V-type or asymmetric increasing-type pattern.
- Published in:
- Quantitative Finance, 2017, v. 17, n. 8, p. 1223, doi. 10.1080/14697688.2016.1264619
- By:
- Publication type:
- Article
An analytical approximation for pricing VWAP options.
- Published in:
- Quantitative Finance, 2017, v. 17, n. 7, p. 1119, doi. 10.1080/14697688.2016.1260758
- By:
- Publication type:
- Article
Forecasting stock market returns over multiple time horizons.
- Published in:
- Quantitative Finance, 2016, v. 16, n. 11, p. 1695, doi. 10.1080/14697688.2016.1176241
- By:
- Publication type:
- Article
An analysis of price impact functions of individual trades on the London stock exchange.
- Published in:
- Quantitative Finance, 2015, v. 15, n. 10, p. 1727, doi. 10.1080/14697688.2015.1071077
- By:
- Publication type:
- Article
Efficient portfolio valuation incorporating liquidity risk.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 10, p. 1575, doi. 10.1080/14697688.2013.779013
- By:
- Publication type:
- Article
Asymmetry in return reversals or asymmetry in volatilities?-New evidence from new markets.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 2, p. 271, doi. 10.1080/14697681003712888
- By:
- Publication type:
- Article
İMALAT SANAYİ ŞİRKETLERİNİN EKONOMİK KATMA DEĞER (EVA) VE PİYASA KATMA DEĞERİNE (MVA) DAYALI PERFORMANS ANALİZİ: İMKB ÖRNEĞİ.
- Published in:
- Journal of Management & Economics Research, 2013, n. 21, p. 82, doi. 10.11611/jmer187
- By:
- Publication type:
- Article
Informed trading of out‐of‐the‐money options and market efficiency.
- Published in:
- Journal of Financial Research, 2022, v. 45, n. 2, p. 247, doi. 10.1111/jfir.12274
- By:
- Publication type:
- Article
THE ECONOMIC GAINS OF TRADING STOCKS AROUND HOLIDAYS.
- Published in:
- Journal of Financial Research, 2010, v. 33, n. 1, p. 1, doi. 10.1111/j.1475-6803.2009.01260.x
- By:
- Publication type:
- Article
DYNAMIC ORDER SUBMISSION AND HERDING BEHAVIOR IN ELECTRONIC TRADING.
- Published in:
- Journal of Financial Research, 2010, v. 33, n. 1, p. 27, doi. 10.1111/j.1475-6803.2009.01261.x
- By:
- Publication type:
- Article
INTERNALIZATION AND MARKET QUALITY: AN EMPIRICAL INVESTIGATION.
- Published in:
- Journal of Financial Research, 2009, v. 32, n. 3, p. 337, doi. 10.1111/j.1475-6803.2009.01253.x
- By:
- Publication type:
- Article
MARKET STRUCTURE AND TRADING VOLUME.
- Published in:
- Journal of Financial Research, 2005, v. 28, n. 1, p. 115, doi. 10.1111/j.1475-6803.2005.00117.x
- By:
- Publication type:
- Article
TRADE SIZE AND INFORMED TRADING: WHICH TRADES ARE“BIG”?
- Published in:
- Journal of Financial Research, 2005, v. 28, n. 1, p. 133, doi. 10.1111/j.1475-6803.2005.00118.x
- By:
- Publication type:
- Article
Do Demand Curves for Small Stocks Slope Down?
- Published in:
- Journal of Financial Research, 2004, v. 27, n. 2, p. 161, doi. 10.1111/j.1475-6803.2004.t01-1-00077.x
- By:
- Publication type:
- Article
FURTHER EXAMINATION OF PRICE DISCOVERY ON THE NYSE AND REGIONAL EXCHANGES.
- Published in:
- Journal of Financial Research, 2000, v. 23, n. 3, p. 331, doi. 10.1111/j.1475-6803.2000.tb00746.x
- By:
- Publication type:
- Article
THE CROSS-AUTOCORRELATION OF SIZE-BASED PORTFOLIO RETURNS IS NOT AN ARTIFACT OF PORTFOLIO AUTOCORRELATION.
- Published in:
- Journal of Financial Research, 1999, v. 22, n. 1, p. 1, doi. 10.1111/j.1475-6803.1999.tb00711.x
- By:
- Publication type:
- Article
THE IMPACT OF THE INSIDER TRADING SCANDAL ON THE INFORMATION CONTENT OF THE WALL STREET JOURNAL'S "HEARD IT ON THE STREET" COLUMN.
- Published in:
- Journal of Financial Research, 1992, v. 15, n. 2, p. 181, doi. 10.1111/j.1475-6803.1992.tb00797.x
- By:
- Publication type:
- Article
THE LINKS BETWEEN TRADING TIME AND MARKET VOLATILITY.
- Published in:
- Journal of Financial Research, 1992, v. 15, n. 2, p. 91, doi. 10.1111/j.1475-6803.1992.tb00790.x
- By:
- Publication type:
- Article
A COMPREHENSIVE EXAMINATION OF VOLUME EFFECTS AND SEASONALITY IN DAILY SECURITY RETURNS.
- Published in:
- Journal of Financial Research, 1988, v. 11, n. 1, p. 57, doi. 10.1111/j.1475-6803.1988.tb00066.x
- By:
- Publication type:
- Article
Individual investors' dispersion in beliefs and stock returns.
- Published in:
- Financial Management (Wiley-Blackwell), 2022, v. 51, n. 3, p. 929, doi. 10.1111/fima.12389
- By:
- Publication type:
- Article
Informed Options Trading Prior to Dividend Change Announcements.
- Published in:
- Financial Management (Wiley-Blackwell), 2018, v. 47, n. 1, p. 81, doi. 10.1111/fima.12187
- By:
- Publication type:
- Article
Karanlık Havuzlar Uygulamasının Borsa İstanbul Üzerine Etkisi: Kalman Filtresi Yaklaşımı.
- Published in:
- Çankırı Karatekin University Journal of the Faculty of Economics & Administrative Sciences, 2021, v. 11, n. 2, p. 519, doi. 10.18074/ckuiibfd.808616
- By:
- Publication type:
- Article
IMPACT OF STOCK SPLITS ON TRADING LIQUIDITY - EVIDENCE FROM THE NEW YORK STOCK EXCHANGE.
- Published in:
- Research Papers of the Wroclaw University of Economics / Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu, 2012, n. 261, p. 360
- By:
- Publication type:
- Article
İSTANBUL MENKUL KIYMETLER BORSASINDA HİSSE SENEDİ GETİRİLERİ VE İŞLEM HACMİ İLİŞKİSİ.
- Published in:
- Academic Review of Economics & Administrative Sciences, 2012, v. 5, n. 1, p. 20
- By:
- Publication type:
- Article
Market versus Residence Principle: Experimental Evidence on the Effects of a Financial Transaction Tax.
- Published in:
- Economic Journal, 2017, v. 127, n. 605, p. F610, doi. 10.1111/ecoj.12339
- By:
- Publication type:
- Article
STOCK MARKET PRICES AND VOLUME OF SALES.
- Published in:
- Econometrica, 1966, v. 34, n. 3, p. 676, doi. 10.2307/1909776
- By:
- Publication type:
- Article
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application.
- Published in:
- Econometrics Journal, 2009, v. 12, n. 2, p. 340, doi. 10.1111/j.1368-423X.2009.00287.x
- By:
- Publication type:
- Article
Development of Trade Communication of Iran with Selected Countries.
- Published in:
- EMAJ: Emerging Markets Journal, 2016, v. 6, n. 2, p. 1, doi. 10.5195/emaj.2016.105
- By:
- Publication type:
- Article
Does the Annual General Meeting involve the release of relevant information in non-common law markets? Evidence from Spain.
- Published in:
- Spanish Journal of Finance & Accounting / Revista Espanola de Financiacion y Contabilidad, 2012, v. 41, n. 154, p. 209, doi. 10.1080/02102412.2012.10779723
- By:
- Publication type:
- Article
What Are Stock Investors' Actual Historical Returns? Evidence from Dollar-Weighted Returns.
- Published in:
- American Economic Review, 2007, v. 97, n. 1, p. 386, doi. 10.1257/aer.97.1.386
- By:
- Publication type:
- Article
Exchange Traded Funds Market Reactions to Option Introduction.
- Published in:
- Banking & Finance Review, 2012, v. 4, n. 2, p. 71
- By:
- Publication type:
- Article
Influence of Individual Investors' Sentiment on Malaysian IPO Trading Volume.
- Published in:
- Global Business & Management Research, 2021, v. 13, n. 4, p. 342
- By:
- Publication type:
- Article
Exchange Traded Funds and Stock Market Volatility.
- Published in:
- International Review of Finance, 2017, v. 17, n. 4, p. 525, doi. 10.1111/irfi.12121
- By:
- Publication type:
- Article
Common Risk Factors Versus a Mispricing Factor of Tokyo Stock Exchange Firms: Inquiries into the Fundamental Value Derived from Analyst Earnings Forecasts.
- Published in:
- International Review of Finance, 2009, v. 9, n. 3, p. 269, doi. 10.1111/j.1468-2443.2009.01091.x
- By:
- Publication type:
- Article
China and Egypt's comprehensive strategic partnership in the Xi-sisi era: a 'role theory' prism.
- Published in:
- Mediterranean Politics, 2023, v. 28, n. 5, p. 764, doi. 10.1080/13629395.2022.2035139
- By:
- Publication type:
- Article
FUND WATCH.
- Published in:
- Asia Weekly, 2008, v. 2, n. 31, p. 27
- Publication type:
- Article
AN EXAMINATION OF THE RANDOM WALK MODEL AND TECHNICAL TRADING RULES IN THE MALAYSIAN STOCK MARKET.
- Published in:
- Malaysian Accounting Review, 2007, v. 6, n. 2, p. 99
- By:
- Publication type:
- Article
FALLING KNIVES: EXTREME VALUE INVESTING.
- Published in:
- Southern Business & Economic Journal, 2008, v. 31, n. 3/4, p. 43
- By:
- Publication type:
- Article
Testing of Dependencies between Stock Returns and Trading Volume by High Frequency Data.
- Published in:
- Managing Global Transitions: International Research Journal, 2013, v. 11, n. 4, p. 353
- By:
- Publication type:
- Article
Nonstationary autoregressive conditional duration models.
- Published in:
- Studies in Nonlinear Dynamics & Econometrics, 2017, v. 21, n. 4, p. 1, doi. 10.1515/snde-2015-0057
- By:
- Publication type:
- Article
Forecasting trading volume in the Chinese stock market based on the dynamic VWAP.
- Published in:
- Studies in Nonlinear Dynamics & Econometrics, 2014, v. 18, n. 2, p. 125, doi. 10.1515/snde-2013-0023
- By:
- Publication type:
- Article
Threshold linkages between volatility and trading volume: evidence from developed and emerging markets.
- Published in:
- Studies in Nonlinear Dynamics & Econometrics, 2013, v. 17, n. 3, p. 313, doi. 10.1515/snde-2012-0040
- By:
- Publication type:
- Article
Principal–Principal Conflict in the Governance of the Chinese Public Corporation.
- Published in:
- Management & Organization Review, 2008, v. 4, n. 1, p. 17, doi. 10.1111/j.1740-8784.2007.00090.x
- By:
- Publication type:
- Article