Stock market trading in the aftermath of an accounting scandal
Sign Up to like & getrecommendations! Published in 2019 at "Emerging Markets Review"
DOI: 10.1016/j.ememar.2019.100627
Abstract: In this paper, I study the impact of fraud revelation on trading behaviour of investors. I ask if investors with direct exposure to stock market fraud (treated investors) are more likely to cash out of… read more here.
Keywords: trading behaviour; control investors; stock market; stock ... See more keywords
How does the informed trading impact Bitcoin returns and volatility?
Sign Up to like & getrecommendations! Published in 2020 at "Applied Economics"
DOI: 10.1080/00036846.2020.1814944
Abstract: ABSTRACT This study employed an augmented AR-GJRGARCH model that incorporates an intraday-based buy-sell order size imbalance measure to explore how informed trading behaviour/activity impacted Bitcoin returns and volatility from January 2014 to February 2019. Our… read more here.
Keywords: trading behaviour; returns volatility; bitcoin returns; informed trading ... See more keywords