Works matching DE "SECURITIES trading volume"
Results: 497
Intra-daily Volume Modeling and Prediction for Algorithmic Trading.
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- Journal of Financial Econometrics, 2011, v. 9, n. 3, p. 489, doi. 10.1093/jjfinec/nbq024
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WHAT'S IN A NAME.COM?: THE EFFECTS OF '.COM' NAME CHANGES ON STOCK PRICES AND TRADING ACTIVITY.
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- Strategic Management Journal (John Wiley & Sons, Inc.) - 1980 to 2009, 2001, v. 22, n. 8, p. 793, doi. 10.1002/smj.177
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A dynamic structural model for stock return...
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- Review of Economics & Statistics, 1996, v. 78, n. 1, p. 94, doi. 10.2307/2109850
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The predictability of stock market regime: Evidence from the Toronto stock exchange.
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- Review of Economics & Statistics, 1993, v. 75, n. 3, p. 505, doi. 10.2307/2109465
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Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals.
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- Computational Economics, 2018, v. 51, n. 4, p. 991, doi. 10.1007/s10614-017-9655-y
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Is the Extension of Trading Hours Always Beneficial? An Artificial Agent-Based Analysis.
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- Computational Economics, 2017, v. 50, n. 4, p. 595, doi. 10.1007/s10614-016-9613-0
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The Price and Trading Volume Dynamics Relationship in the EEX Power Market: A Wavelet Modeling.
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- Computational Economics, 2013, v. 42, n. 1, p. 47, doi. 10.1007/s10614-012-9346-7
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An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application.
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- Computational Economics, 2010, v. 36, n. 2, p. 121, doi. 10.1007/s10614-010-9225-z
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The role of intelligence in time series properties.
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- Computational Economics, 2007, v. 30, n. 2, p. 95, doi. 10.1007/s10614-007-9089-z
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STOCK RETURN EFFECT DURING COVID-19: EVIDENCE FROM INDONESIA.
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- Journal of Applied Business & Economics (JABE), 2022, v. 8, n. 3, p. 290, doi. 10.30998/jabe.v8i3.12074
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اثر مستوى االفصاح احملاسبي يف سيولة االوراق املالية.
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- Economic Sciences, 2023, v. 18, n. 69, p. 214
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Measuring Investors' Opinion Divergence.
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- Journal of Accounting Research (Wiley-Blackwell), 2009, v. 47, n. 5, p. 1317, doi. 10.1111/j.1475-679X.2009.00344.x
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Stock Exchange Disclosure and Market Development: An Analysis of 50 International Exchanges.
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- Journal of Accounting Research (Wiley-Blackwell), 2006, v. 44, n. 3, p. 437, doi. 10.1111/j.1475-679X.2006.00208.x
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DINÁMICA DEL VOLUMEN, INFORMACIÓN Y ESTRUCTURA DE PROPIEDAD.
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- Revista de Economía Aplicada, 2010, v. 18, n. 52, p. 121
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MARKET MICROSTRUCTURE – A HIGH FREQUENCY ANALYSIS OF VOLUME AND VOLATILITY INTRADAY PATTERNS ACROSS THE BRAZILIAN STOCK MARKET.
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- Brazilian Journal of Management / Revista de Administração da UFSM, 2015, v. 8, n. 3, p. 455, doi. 10.5902/1983465910505
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İMALAT SANAYİ ŞİRKETLERİNİN EKONOMİK KATMA DEĞER (EVA) VE PİYASA KATMA DEĞERİNE (MVA) DAYALI PERFORMANS ANALİZİ: İMKB ÖRNEĞİ.
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- Journal of Management & Economics Research, 2013, n. 21, p. 82, doi. 10.11611/jmer187
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Modeling and Forecasting the Volatility of Oil Futures Using the ARCH Family Models.
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- Lahore Journal of Business, 2012, v. 1, n. 1, p. 79, doi. 10.35536/ljb.2012.v1.i1.a5
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Inclusion of stocks in the index.
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- Acta Economica, 2013, v. 11, n. 18, p. 51, doi. 10.7251/ACE1318051B
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Hans Sicat and the Transformation at the Philippine Stock Exchange.
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- Asian Case Research Journal, 2014, v. 18, n. 2, p. 429, doi. 10.1142/S0218927514500163
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Trading volume and open interest from options markets as measures of the effect of IT announcements.
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- Information Technology & Management, 2024, v. 25, n. 2, p. 113, doi. 10.1007/s10799-023-00413-y
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On Asymmetric Causality Between Stock Prices and Trading Volume for Some Developed and Emerging Stock Markets: A Preliminary Analysis.
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- International Review of Accounting, Banking & Finance, 2015, v. 7, n. 1, p. 3
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SOCIAL MEDIA, TRADING VOLUME, VOLATILITY AND STOCK PRICES.
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- Annals of 'Constantin Brancusi' University of Targu-Jiu. Economy Series / Analele Universităţii 'Constantin Brâncuşi' din Târgu-Jiu Seria Economie, 2023, n. 6, p. 40
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MODELAREA STRUCTURII PIETEI DE CAPITAL DIN ROMÂNIA CU REFERIRE LA PRET SI VOLUMUL DE TRANZACTIONARE.
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- Studii şi Cercetări de Calcul Economic şi Cibernetică Economică, 2012, v. 46, n. 1/2, p. 1
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Evidence on changes in Stock Prices and Liquidity around Rights Issue Announcement: Industry Specific Analysis.
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- International Journal of Business Insights & Transformation, 2012, v. 5, n. 2, p. 11
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Stock Returns and Macro Variables: The Indian Evidence.
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- International Journal of Business Insights & Transformation, 2009, v. 3, n. 1, p. 28
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Seasonal Mackey–Glass–GARCH process and short-term dynamics.
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- Empirical Economics, 2010, v. 38, n. 2, p. 325, doi. 10.1007/s00181-009-0268-8
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Transaction tax and stock market behavior: evidence from an emerging market.
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- Empirical Economics, 2006, v. 31, n. 2, p. 393, doi. 10.1007/s00181-005-0022-9
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Chapter 4: Order book characteristics and the volume-volatility relation: Empirical evidence from a limit order market.
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- Norges Bank: Doctoral Dissertations in Economics, 2005, n. 5, p. 85
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Chapter 3: Equity trading by institutional investors: Evidence on order submission strategies.
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- Norges Bank: Doctoral Dissertations in Economics, 2005, n. 5, p. 45
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Testing Benjamin Graham's Net Current Asset Value Strategy in London.
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- Journal of Investing, 2008, v. 17, n. 4, p. 11, doi. 10.3905/JOI.2008.17.4.011
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Success Factors of Financial Derivatives Markets in Asia.
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- Asia-Pacific Financial Markets, 2018, v. 25, n. 2, p. 71, doi. 10.1007/s10690-018-9239-4
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Asset Pricing Using Trading Volumes in a Hidden Regime-Switching Environment.
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- Asia-Pacific Financial Markets, 2015, v. 22, n. 2, p. 133, doi. 10.1007/s10690-014-9197-4
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The Effects of Analysts' Herding on Traders: Evidence from the Taiwan Stock Market.
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- Asia-Pacific Financial Markets, 2016, v. 23, n. 2, p. 203, doi. 10.1007/s10690-016-9216-8
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Bivariate Nonparametric Density Estimation of Stock Prices and Volume.
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- Asia-Pacific Financial Markets, 2001, v. 8, n. 3, p. 215, doi. 10.1023/A:1016281030830
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The Empirical Relationship Between Earnings Information and Stock Returns.
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- Emerging Markets Finance & Trade, 2014, v. 50, p. 186, doi. 10.2753/REE1540-496X5005S513
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Manipulation Prevention and Hedging Effectiveness: Optimal Settlement Window Design for CSI 300 Stock Index Futures.
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- Emerging Markets Finance & Trade, 2013, v. 49, n. 6, p. 52, doi. 10.2753/REE1540-496X490604
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How Do Traders Influence Investor Confidence and Trading Volume? A Dyad Study in the Futures Market.
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- Emerging Markets Finance & Trade, 2012, v. 48, p. 23, doi. 10.2753/REE1540-496X4805S302
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The Microstructure of the Price-Volume Relationship of the Constituent Stocks of the Taiwan 50 Index.
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- Emerging Markets Finance & Trade, 2012, v. 48, p. 153, doi. 10.2753/REE1540-496X48S209
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Tests for Two-Day Candlestick Patterns in the Emerging Equity Market of Taiwan.
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- Emerging Markets Finance & Trade, 2012, v. 48, p. 41, doi. 10.2753/REE1540-496X4801S104
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Do Market Participants Favor Employee Stock Option Schemes? Evidence from Taiwan.
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- Emerging Markets Finance & Trade, 2012, v. 48, p. 110, doi. 10.2753/REE1540-496X4801S108
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Market Liquidity and Public Announcements' Disclosure Quality on Tallinn, Riga, and Vilnius Stock Exchanges.
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- Emerging Markets Finance & Trade, 2011, v. 47, p. 54, doi. 10.2753/REE1540-496X4704S304
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The Performance of the Istanbul Stock Exchange During the Russian Crisis.
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- Emerging Markets Finance & Trade, 2002, v. 38, n. 6, p. 78
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Insights into Herding Behavior in Indonesian Islamic Banks.
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- Journal of Finance & Banking Review (JFBR), 2024, v. 9, n. 1, p. 27, doi. 10.35609/jfbr.2024.9.1(1)
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Los mercados financieros en la encrucijada.
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- Empresa y Humanismo, 2007, v. 10, n. 2, p. 117
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The Shareholder-Wealth and Trading-Volume Effects of Information-Technology Infrastructure Investments.
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- Journal of Management Information Systems, 2002, v. 19, n. 2, p. 7, doi. 10.1080/07421222.2002.11045723
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Relationship between Stock Returns and Trading Volume at the Bourse Régionale des Valeurs Mobilières, West Africa.
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- International Journal of Financial Studies, 2022, v. 10, n. 4, p. 113, doi. 10.3390/ijfs10040113
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The Effect of Stock Return Sequences on Trading Volumes.
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- International Journal of Financial Studies, 2017, v. 5, n. 4, p. 20, doi. 10.3390/ijfs5040020
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The disclosure function of the U.S. patent system: evidence from the PTDL program and extreme snowfall.
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- Review of Accounting Studies, 2023, v. 28, n. 1, p. 237, doi. 10.1007/s11142-021-09641-5
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Capital market effects of media synthesis and dissemination: evidence from robo-journalism.
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- Review of Accounting Studies, 2018, v. 23, n. 1, p. 1, doi. 10.1007/s11142-017-9422-2
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Taste, information, and asset prices: implications for the valuation of CSR.
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- Review of Accounting Studies, 2016, v. 21, n. 3, p. 740, doi. 10.1007/s11142-016-9359-x
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