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Published in 2019 at "DECISION"
DOI: 10.1007/s40622-019-00218-5
Abstract: Abstract The study explored a vital issue on market microstructure that is the relationship between volatility, index returns and trading volume within the Indian stock market. The daily closing prices of select indices, from 2…
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Keywords:
volatility;
relationship;
volume;
trading volume ... See more keywords
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Published in 2019 at "Finance Research Letters"
DOI: 10.1016/j.frl.2019.03.002
Abstract: Abstract This study examines the changes in trading volume around quarterly earnings announcements in regard to market uncertainty. When market conditions are volatile, investors face difficulty in predicting future cash flows and their beliefs are…
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Keywords:
earnings announcements;
trading volume;
market;
volume around ... See more keywords
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Published in 2021 at "International Review of Financial Analysis"
DOI: 10.1016/j.irfa.2020.101603
Abstract: Abstract Guided by a price-volume probability wave differential equation in a new mathematical method, we study intraday market dynamic equilibrium in stock market. We select intraday cumulative trading volume distribution over a price range as…
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Keywords:
differential equation;
price volume;
volume;
dynamic equilibrium ... See more keywords
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Published in 2021 at "Journal of Financial Economics"
DOI: 10.1016/j.jfineco.2021.05.014
Abstract: Abstract We find that expected return is related to trading volume positively among underpriced stocks but negatively among overpriced stocks. As such, trading volume amplifies mispricing. Our results are robust to alternative mispricing and trading…
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Keywords:
return volume;
volume;
expected return;
trading volume ... See more keywords
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Published in 2019 at "Resources Policy"
DOI: 10.1016/j.resourpol.2018.02.005
Abstract: Abstract In this paper, we investigate the role of open interest, trading volume and trading positions of trader groups on volatility spillover between futures and spot markets of two major commodities; oil and gold during…
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Keywords:
open interest;
volatility;
trading volume;
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Published in 2021 at "Technological Forecasting and Social Change"
DOI: 10.1016/j.techfore.2021.120851
Abstract: Abstract Stablecoins are digital currencies that peg to non-volatile values, most commonly a fiat currency. Unlike fiat currency, stablecoins are fully transparent—every transfer is recorded on a public blockchain. In this regard, they can serve…
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Keywords:
transparent money;
trading;
stablecoin transfers;
trading volume ... See more keywords
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Published in 2018 at "Transactions of Nonferrous Metals Society of China"
DOI: 10.1016/s1003-6326(18)64908-8
Abstract: Abstract Following Bessembinder and Seguins, trading volume is separated into expected and unexpected components. Meanwhile, realized volatility is divided into continuous and discontinuous jump components. We make the empirical research to investigate the relationship between…
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Keywords:
volume;
volatility;
copper aluminum;
trading volume ... See more keywords
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Published in 2021 at "Engineering, Construction and Architectural Management"
DOI: 10.1108/ecam-10-2020-0850
Abstract: PurposeIt is important to forecast local trading volumes as well as global trading volumes because the real estate market is always characterized as a localized market. The house trading volume at the local level is…
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Keywords:
volume local;
trading;
time series;
model ... See more keywords
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Published in 2020 at "Journal of Finance"
DOI: 10.1111/jofi.12988
Abstract: I explore a reform at the Oslo Stock Exchange to assess the causal effect of trader anonymity on liquidity and trading volume. Using a regression discontinuity approach, I find that anonymity leads to a reduction…
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Keywords:
increase trading;
trading equities;
trading;
trading volume ... See more keywords
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Published in 2022 at "PLoS ONE"
DOI: 10.1371/journal.pone.0268733
Abstract: This study aims to explore the effects of COVID-19 indicators and the oil price crash on the Saudi Exchange (Tadawul) Trading Volume and Tadawul Index (TASI) for the period from January 1, 2020, to December…
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Keywords:
effect;
oil;
trading volume;
repo ... See more keywords
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Published in 2023 at "International Journal of Energy Economics and Policy"
DOI: 10.32479/ijeep.14189
Abstract: This study uses econometric methods to reveal the relationship between the highest price formation and trading volume in the share indices of energy and oil companies traded on the Kazakhstan Stock Exchange (KASE). The study…
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Keywords:
trading;
relationship;
highest price;
trading volume ... See more keywords