Relevant bibliographies by topics / Volume and price relationship

Academic literature on the topic 'Volume and price relationship'

Author: Grafiati
Published: 4 June 2021
Last updated: 10 February 2022

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Contents

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Volume and price relationship.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Volume and price relationship"

1

Gemici, Eray, and Müslüm Polat. "Relationship between price and volume in the Bitcoin market." Journal of Risk Finance 20, no. 5 (November 18, 2019): 435–44. http://dx.doi.org/10.1108/jrf-07-2018-0111.

Full text
Abstract:
Purpose Bitcoin has recently become the focal point of investors as a digital currency and an alternative payment method. Despite Bitcoin being in the spotlight, a gap in the literature on its price-setting behaviors has been observed. This study aims to contribute to the literature by investigating the relationship between Bitcoin price and volume in the period between January 1, 2012 and April 7, 2018 through a symmetric and asymmetric causality test. Design/methodology/approach Daily price and volume data relevant to Bitcoin traded in the Bitstamp market were obtained from www.bitcoincharts.com. Within the framework of data applicable for analysis, the data set for this study includes a total of 2,286 observations for the period between January 1, 2012 and April 7, 2018. Findings Based on the results of the standard causality test, a causality relationship was determined from price to volume. Based on the results of the asymmetric causality test between positive and negative shocks of variables, a unilateral causality relationship was determined from negative shocks in Bitcoin prices to negative shocks in trading volume as well as from positive shocks in trading volume to positive shocks in prices. Furthermore, it was found that the relationship between Bitcoin price and volume is cointegrated. Practical implications The empirical results can be used by investors and portfolio managers to make trading decisions. Originality/value The contribution of this paper to the literature is that it is the first study on the symmetric and asymmetric causality relationship between Bitcoin price and volume. Moreover, this paper reveals short- and long-term behaviors of Bitcoin using the cointegration test used for determining the long-term relationship between Bitcoin price and volume.
APA, Harvard, Vancouver, ISO, and other styles
2

McSherry, Bernard, and Berry K. Wilson. "Deflation and Reflation: The Pre-WW I Impact on NYSE Trading Volumes and Seat Prices." Journal of Economics and Public Finance 2, no. 1 (March 29, 2016): 106. http://dx.doi.org/10.22158/jepf.v2n1p106.

Full text
Abstract:
<em>The study analyzes a unique time period of sustained deflation from 1867 to 1896, followed by sustained reflation after 1896. We use these periods to test two hypotheses concerning the impact on NYSE trading volumes and seat prices. The first is the “liquidity-trading” hypothesis, which hypothesizes that liquidity trading, a component of total trading volume, is positively correlated with interest rates. The second is the price-volume relationship, which hypothesizes a positive relationship between stock prices returns and changes in trading volume. These hypotheses suggest that NYSE trading volume should fall (rise) with falling (rising) stock prices and interest rates. We find strong support for both hypotheses, and additionally show that the impact of stock market prices on trading volumes is highly asymmetrical. As well, the study argues and finds evidence that the high level of systematic risk found in the pricing of NYSE seats is another reflection of the price-volume relationship. Therefore, the study finds strong evidence of a link between deflation, reflation and market liquidity as reflected in trading volumes and the pricing of NYSE seats.</em>
APA, Harvard, Vancouver, ISO, and other styles
3

Andreassen, Paul B. "Explaining the price-volume relationship: The difference between price changes and changing prices." Organizational Behavior and Human Decision Processes 41, no. 3 (June 1988): 371–89. http://dx.doi.org/10.1016/0749-5978(88)90035-0.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Fousekis, Panos, and Dimitra Tzaferi. "Monotonicity, linearity and symmetry in the price volatility–volume relationship." Studies in Economics and Finance 37, no. 1 (February 10, 2020): 110–33. http://dx.doi.org/10.1108/sef-09-2019-0344.

Full text
Abstract:
Purpose This paper aims to investigate the contemporaneous link between price volatility and trading volume in the futures markets of energy. Design/methodology/approach Non-parametric (local linear) regression models and formal statistical tests are used to assess monotonicity, linearity and symmetry. The data are daily price and volumes from five futures markets (West Texas Intermediate, Brent, gasoline, heating oil and natural gas) in the USA. Findings Trading volume and price volatility have, in all markets, a strong nonlinear relation to each other. There are violations of monotonicity locally but not globally. The qualitative nature of the price shocks may have implications for the trading activity locally. Originality/value To the authors’ best knowledge, this is the first manuscript that investigates simultaneously and formally all the three important issues (i.e. monotonicity, linearity and asymmetry) for the price volatility–volume relationship using a highly flexible nonparametric approach.
APA, Harvard, Vancouver, ISO, and other styles
5

Kumar, Satish. "Revisiting the price-volume relationship: a cross-currency evidence." International Journal of Managerial Finance 13, no. 1 (February 6, 2017): 91–104. http://dx.doi.org/10.1108/ijmf-11-2015-0197.

Full text
Abstract:
Purpose The purpose of this paper is to examine the contemporaneous and causal relationship between returns (volatility) and trading volume in the Indian currency futures market for selected currency pairs; USD-INR, EUR-INR, GBP-INR and JPY-INR, from August 2008 to December 2014. Design/methodology/approach The data for all the currency futures series has been taken from National Stock Exchange of India Limited which represents the daily settlement prices along with trading volume. The contemporaneous returns-volume relation is tested using the generalized method of moments, and Granger-causality framework impulse response function is used to test the predictive ability of returns (volatility) and volume for each other. Findings The author reports a positive contemporaneous relationship between futures returns and trading volume which persists even after controlling for heteroskedasticity providing support to mixture of distribution hypothesis. The results show a unidirectional Granger causality from futures returns to volume. However, there is a significant bidirectional Granger causality between returns volatility and volume lending support to sequential arrival of information hypothesis. Next, the results for cross-currencies show significant influence of US dollar on the volume and returns of all other currencies. Overall, the author suggests that the short- to medium-term movements in the currency markets are dominated by market microstructure and not by fundamentals. Practical implications The findings of this paper are very important for the participants in the market and regulators. The participants in the market require alternatives to diversify their risk. The significant relationship between futures returns (volatility) and trading volume implies that the current trading volume help predict the futures prices and should lead to creation of more reliable hedging strategies for investment purposes. Further, it may interest the regulators who need to decide upon the appropriateness of their policies in the currency futures market. Based on returns-volume relation, they need to set forth market restrictions such as daily price movement and position limits. Originality/value To the best of the knowledge, no study has yet investigated the forecast ability of trading volume to price changes and their volatility in the Indian currency futures market. Given that currency futures market is one of the largest markets in the world, and Indian rupee has seen wide fluctuations in the recent years, it seems exciting to explore the price-volume relationship in the Indian currency futures market.
APA, Harvard, Vancouver, ISO, and other styles
6

Karpio, K., P. Łukasiewicz, and A. Orłowski. "Price-Volume Relationship in Polish Stock Market." Acta Physica Polonica A 121, no. 2B (February 2012): B—61—B—66. http://dx.doi.org/10.12693/aphyspola.121.b-61.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Abdelzaher, Mai Ahmed, and Khairy Elgiziry. "The Effect of Daily Stock Price Limits on the Investment Risk: Evidence from the Egyptian Stock Market." Accounting and Finance Research 6, no. 4 (August 31, 2017): 1. http://dx.doi.org/10.5430/afr.v6n4p1.

Full text
Abstract:
The study aims to investigate the relationship between daily price limits and stock volatility, trading volume, delayed adjustment of stock prices, and its fair value. To achieve this goal, we used the data of the listed firms in EGX30. We analyzed the data using descriptive analysis then we applied General linear model, ARCH and GARCH models. Based on our analysis results show a positive relationship between upper daily limit and stock volatility, a positive relationship between daily price limits (upper limit- lower limit) and trading volume, a positive relationship between upper daily limit and the return between the closing price and the opening price on the same day, a positive relationship between lower daily limit and the return between the closing price and the opening price in the next day, a negative relationship between upper daily limit and the return between the closing price and the opening price in the next day, and a positive relationship between daily stock price limits and the fair value.
APA, Harvard, Vancouver, ISO, and other styles
8

Acharya, Niraj, and Sumit Pradhan. "Relationship between trading volume, stock return and return volatility: A case of Nepalese insurance companies." Nepalese Journal of Insurance and Social Security 2, no. 2 (December 31, 2019): 32–41. http://dx.doi.org/10.3126/njiss.v2i2.31827.

Full text
Abstract:
This study examines the factors affecting the share price of Nepalese non-life insurance companies. The knowledge of the factors and their possible impact on share prices is highly appreciable as it would help investors make wise investment decisions and enable firms to enhance their market value. This study is based on secondary data of 15 non-life insurance companies which are listed in Nepal stock exchange. The study covers seven years period from the fiscal year 2011/12 to 2017/18. The result shows that firm size is positively related to market price of share and price earnings ratio. It indicates that larger firm size leads to increase in market price of share and price earnings ratio. However, the study shows that inflation is negatively related to market price of share and price earnings ratio. The study also shows that dividend per share and return on assets are negatively related to the market price of share and price earnings ratio. Similarly, earnings per share have negative relationship with market price of share and price earnings ratio. The study concludes that the increase in return on assets and earnings per shares do not explain the variation in stock price in Nepalese non-life insurance companies. Nepal is one of the emerging economy; the determinants identified may provide knowledge to the potential investors about the key factors affecting share prices in the country and accordingly assist them in optimizing their investment strategy.
APA, Harvard, Vancouver, ISO, and other styles
9

Abukari, Kobana, and Tov Assogbavi. "Price-Volume Granger Causality Tests in the Egyptian Stock Exchange (EGX)." Accounting and Finance Research 8, no. 3 (June 28, 2019): 48. http://dx.doi.org/10.5430/afr.v8n3p48.

Full text
Abstract:
Using weekly Egyptian stock exchange data on the 34 most active companies stretching from 2011 to 2017, this study finds that price changes Granger cause trading volume up to 8 weeks (lags), supporting the sequential information arrival model in the EGX. We also find a robust contemporaneously positive asymmetric relationship between price change and trading volume, confirming two well-documented characteristics of the price-volume relationship as well as two major adages of Wall Street: “it takes volume to move prices” and “volume in bull markets is heavier than volume in bear markets”. Overall, our results imply that although there is some sequential diffusion of information, the EGX’s efforts at improving its microstructure through initiatives such as the 2009 Presidential Degree on structure and governance, appear to have helped in improving instantaneous access to information – as exemplified by our evidence of strong contemporaneous positive price-volume relationship.
APA, Harvard, Vancouver, ISO, and other styles
10

Yam, Wun Kwan, Kin Long Fong, Juntao Wang, Siew Ann Cheong, and K. Y. Michael Wong. "Intrinsic Quasi-Periodicity in Hong Kong Housing Price and Its Prediction." New Mathematics and Natural Computation 16, no. 03 (November 2020): 645–55. http://dx.doi.org/10.1142/s1793005720500398.

Full text
Abstract:
Housing price time series is worth studying as it is closely related to the well-being of society. In the Hong Kong housing market from 1992 to 2010, signs of quasi-periodicity in housing price and transaction volume can be observed. We find that there is an overall periodicity of approximately 30 months in housing price changes and a strong lead–lag relationship between housing price and transaction volume. Analysis of the cross-covariance of the housing price, transaction volume and prime lending rate reveals that this quasi-periodicity is potentially driven by prime lending rates. Incorporation of quasi-periodicity into the kernel of Gaussian processes further enables us to construct a predictive model of the Hong Kong housing price trends that outperforms other traditional kernel functions.
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "Volume and price relationship"

1

Ho, Man-suen. "The price-volume relationship in Hong Kong's residential market." Click to view the E-thesis via HKUTO, 2004. http://sunzi.lib.hku.hk/hkuto/record/B30710212.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Ho, Man-suen, and 何敏璇. "The price-volume relationship in Hong Kong's residential market." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2004. http://hub.hku.hk/bib/B30710212.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Llorente-Alvarez, Jesús-Guillermo. "Price-volume relationships in financial markets." Thesis, Massachusetts Institute of Technology, 1995. http://hdl.handle.net/1721.1/11900.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

OH, Natalie Yoon-na Banking &amp Finance Australian School of Business UNSW. "Essays on the dynamic relationship between different types of investment flow and prices." Awarded by:University of New South Wales. Banking and Finance, 2005. http://handle.unsw.edu.au/1959.4/22041.

Full text
Abstract:
This thesis presents three related essays on the dynamic relationship between different types of investment flow and prices in the equity market. These studies attempt to provide greater insight into the evolution of prices by investigating not ???what moves prices??? but ???who moves prices??? by utilising a unique database from the Korean Stock Exchange. The first essay investigates the trading behaviour and performance of online equity investors in comparison to other investors on the Korean stock market. Whilst the usage of online resources for trading is becoming more and more prevalent in financial markets, the literature on the role of online investors and their impact on prices is limited. The main finding arising from this essay supports the claim that online investors are noise traders at an aggregate level. Whereas foreigners show distinct trading patterns as a group in terms of consensus on the direction of market movements, online investors do not show such distinct trading patterns. The essay concludes that online investors do not trade on clear information signals and introduce noise into the market. Direct performance and market timing ability measures further show that online investors are the worst performers and market timers whereas foreign investors consistently show outstanding performance and market timing ability. Domestic mutual funds in Korea have not been extensively researched. The second essay analyses mutual fund activity and relations between stock market returns and mutual fund flows in Korea. Although regulatory authorities have been cautious about introducing competing funds, contractual-type mutual funds have not been cannibalized by the US-style corporate mutual funds that started trading in 1998. Negative feedback trading activity is observed between stock market returns and mutual fund flows, measured as net trading volumes using stock purchases and sales volume. It is predominantly returns that drive flows, although stock purchases contain information about returns, partially supporting the price pressure hypothesis. After controlling for declining markets, the results suggest Korean equity fund managers tend to swing indiscriminately between increasing purchases and increasing sales in times of rising market volatility, possibly viewing volatility as an opportunity to profit and defying the mean-variance framework that predicts investors should retract from the market as volatility increases. Mutual funds respond indifferently to wide dispersions in investor beliefs. The third essay focuses on the conflicting issue of home bias by looking at the impact on domestic prices of foreign trades relative to locals using high frequency data from the Korean Stock Exchange (KSE). This essay extends the work of Choe, Kho and Stulz (2004) (CKS) in three ways. First, it analyses the post-Asian financial crisis period, whereas CKS (2004) analyse the crisis (1996-98) period. Second, this essay adopts a modified version of the CKS method to better capture the aggregate behaviour of each investor-type by utilising the participation ratio in comparison to the CKS method. Third, this essay does not limit investigation to intra-day analysis but extends to daily analysis up to 50 days to observe the effect of intensive trading activity in a longer horizon than the CKS study. In contrast to the CKS findings, this paper finds that foreigners have a short-lived private information advantage over locals and trades by foreigners have a larger impact on prices using intra-day data. However, assuming investors buy-hold for up to 50 days, the local individuals provide a greater impact and more profitable returns than foreigners. Superior performance is documented for buys rather than sells.
APA, Harvard, Vancouver, ISO, and other styles
5

Weigand, Robert Alan. "The cointegrating relationship between stock prices and trading volume: Evidence regarding the predictability of security returns." Diss., The University of Arizona, 1993. http://hdl.handle.net/10150/186294.

Full text
Abstract:
This study develops and tests the hypothesis that stock prices and trading volume are influenced by the same set of fundamental forces. The implications of this hypothesis for modeling and forecasting stock returns are also explored. Part 1 identifies several effects likely to contribute to the observed positive correlation between stock prices and trading volume. Among these are the various constraints that prohibit certain classes of investors from short selling; the disposition effect, which is the tendency for investors to hold losing investments too long and sell winners too early; and the prevalence of positive feedback trading strategies in financial markets. Part 1 also presents a simple supply and demand example which demonstrates that both asset prices and trading volume are influenced by the information signals received by traders in efficient markets. Part 2 presents empirical tests of the hypothesis that stock prices and trading volume are determined by a set of common factors. The presence of a common stochastic trend (cointegration) is shown to be consistent with the above hypothesis. Stock prices and trading volume are found to be cointegrated, which is interpreted as evidence in support of the common factor hypothesis. The theoretically correct method for modeling cointegrated variables, known as an error-correction model (ECM), explains over 4% of the variability in monthly stock returns from 1962-1991. An index of the total dividends paid to the Standard and Poor's 500 is included as an instrument for the information set hypothesized to be a common factor in stock prices and trading volume. After demonstrating that stock prices, trading volume and the dividend index are part of a trivariate cointegrated system, the dividend index is included into the ECM of stock prices. The explanatory power of the ECM rises to 6.5% due to the inclusion of the dividend index. Part 3 develops a forecasting model of monthly stock returns based on the ECM presented in Part 2. Out-of-sample forecasts of monthly stock returns are generated from this model, as well as other forecasting models chosen from the literature on the predictability of security returns. Under a variety of conditions, both with and without transactions costs, trading rules generated by the forecasting model of Conrad and Kaul (1989) consistently outperform a buy and hold strategy. The ECM forecasting model performs no better than a macroeconomic or random walk model, and underperforms a buy and hold strategy in the presence of transactions costs. The overall finding from Part 3 is that the simple time series model of Conrad and Kaul generates forecasts which beat the market conclusively for the thirteen year period spanning January, 1978 to December, 1990.
APA, Harvard, Vancouver, ISO, and other styles
6

Huguet, Marius. "Volume-outcome relationship in health, inequalities in access to care and referral of patients for specialized care." Thesis, Lyon, 2020. http://www.theses.fr/2020LYSE2012.

Full text
Abstract:
Cette thèse de doctorat étudie la question de la centralisation des soins pour le traitement du cancer, et apporte des preuves empiriques sur de nombreux aspects liés à cette problématique. Le chapitre 1 explore la relation entre le volume d’activité des hôpitaux et la qualité des soins pour le traitement du cancer de l’ovaire. L’exploitation d’une base de données comprenant des informations très détaillées sur le degré de sévérité du cancer nous a permis de mettre en évidence de très fortes disparités de survie en fonction du volume d’activité de l’établissement de prise en charge. Le deuxième chapitre de cette thèse vise à identifier les mécanismes soutenant cette relation, et plus particulièrement la contribution du choix du traitement par les cliniciens dans l’effet causal du volume d’activité sur la qualité des soins. Les résultats confirment la contribution du processus de sélection du traitement par les cliniciens dans l’effet causal du volume d’activité sur la qualité des soins, et apportent ainsi de nouveaux éléments permettant caractériser l’effet d’apprentissage induit par le volume d’activité. Le chapitre 3 a pour objectif d’évaluer l'impact d'une centralisation des soins pour le traitement du cancer du sein et de l’ovaire sur les inégalités spatiales et socioéconomiques d'accès aux soins spécialisés. En exploitant une base de données administrative nationale, nos résultats indiquent une forte détérioration de l’accès aux soins spécialisés si une telle réforme était appliquée, ainsi qu’une répartition territoriale et socioéconomique très inégale du fardeau de la centralisation. Dans une perspective plus large, il est primordial de mieux comprendre les mécanismes liés à l’adressage des patients vers les hôpitaux, afin de mieux saisir la nécessité - ou non - de centraliser les soins. L’objectif du quatrième chapitre de cette thèse est d’identifier les préférences des patients dans le choix de leur établissement de prise en charge pour le traitement du cancer, en tenant compte du rôle du médecin traitant dans l’adressage. Nos résultats soulignent le rôle central du médecin traitant dans le processus de d’adressage, et mettent en évidence des facteurs limitant le libre choix de l’établissement de prise en charge
This PhD dissertation provides empirical evidence on many aspects of the volume-outcome relationship with regard to cancer care. In the first chapter, we explore the relationship between hospital volume activities and patient outcomes for ovarian cancer care. Using a wide-ranging set of clinical characteristics depicting patients’ degree of illness, we identified a strong volume-outcome relationship, with substantial differences in survival between patients treated in high volume and in low volume hospitals. In the second chapter, we look in more depth into what underlies the observed hospital volume-outcome relationship. More specifically, we provide evidence on the contribution of clinician decisions (i.e., which drive patient care pathways) to the causal impact of hospital volume on patient outcomes. Our findings substantiate the contribution of clinician decisions regarding the treatment option to the causal impact of hospital volume on patient outcomes, thereby offering a better understanding of this complex relationship. In chapter 3, we use a nationwide administrative dataset to evaluate the impact that centralization of care for breast cancer and ovarian cancer treatment has on spatial and socioeconomic inequalities in access to specialized care. Our findings indicate a strong and highly unequally distributed deterioration in patient access to specialized care, which highlights a major adverse consequence of such a policy. From a broader perspective, there is a need to understand the mechanisms of patient referral to hospitals to better understand the potential necessity of centralized care. The fourth chapter of this thesis provides evidence of patient preferences for cancer care using a revealed preferences framework, taking into account that patient choice sets are actually unobserved. Our findings highlight the importance of the choice set preselection, which could be related to the role of general practitioners in the referral process and substantiate several barriers to patient choice
APA, Harvard, Vancouver, ISO, and other styles
7

Rebelo, Paulo Tomaz. "Price moving average and volume." Master's thesis, Instituto Superior de Economia e Gestão, 2012. http://hdl.handle.net/10400.5/10394.

Full text
Abstract:
Mestrado em Finanças
Este trabalho pretende testar uma das mais simples e populares ferramentas de análise técnica, as médias móveis, e a sua relação com o volume e as rendibilidades utilizando dados do índice PSI 20 desde 1992 até 2012. Os resultados sobre as rendibilidades suportam a eficácia da utilização desta estratégia mostrando que são estatisticamente superiores às da estratégia buy-and-hold, e ainda, que sinais de compra geram rendibilidades consistentemente superiores às que se seguem aos sinais de venda. Em suma, os resultados mostram que podem ser obtidas rendibilidades adicionais através de estratégias baseadas nas médias móveis sobre os preços. Este estudo tenta ainda investigar a relação entre volume e as rendibilidades diárias no mercado acionista português. Os resultados da regressão mostram que tanto os sinais de compra ou venda da estratégia de médias móveis como o volume têm pouco poder explicativo sobre as rendibilidades das ações. Esta conclusão parece não ser consistente com os resultados da análise sobre as rendibilidades.
This work tests one of the simplest and most popular trading rules, moving average, and the relationship with trading volume by utilizing the PSI 20 Index from 1992 to 2012. In the returns scope, our results provide strong support for this technical strategy. The returns obtained from this strategy are statistically higher than the simple buy-and-hold policy, and further, buy signals consistently generate higher returns than sell signals. Overall, our results show that additional returns can be obtained from a trading strategy based on this technical rule. This study also attempts to investigate the relationship between trading volume and daily stock returns. The results obtained from the regression show that both moving average signals and volume have little explanatory power on returns in the Portuguese stock market. This conclusion brings shy support to the trading efficacy that resulted from the returns analysis.
APA, Harvard, Vancouver, ISO, and other styles
8

Pfister, Matthias. "Delistings of Secondary Listings Price and Volume Effects /." St. Gallen, 2009. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/04604765002/$FILE/04604765002.pdf.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Dodd, Olga. "Price, liquidity, volatility, and volume of cross-listed stocks." Thesis, Durham University, 2011. http://etheses.dur.ac.uk/867/.

Full text
Abstract:
This thesis examines the possible implications of international cross-listings for the wealth of shareholders, for stock liquidity and volatility, and for the distribution of trading volumes across both the domestic and foreign stock markets where the shares are traded. For the purpose of clarity, these three issues are analysed in three empirical chapters in the thesis. The first empirical issue examined in this thesis is the effects of international cross-listings on shareholders’ wealth. This is discussed in chapter 2. The chapter compares the gains in shareholders’ wealth that result from cross-listing in the American, British, and European stock exchanges and then evaluates their determinants by applying various theories on the wealth effects of cross-listing. Moreover, it evaluates how the wealth effect of cross-listing has changed over time reflecting the implications of the significant developments in capital markets that have taken place in recent years. In particular, the effects of the introduction of the Euro in Europe and the adoption of the Sarbanes-Oxley Act in the US are analysed. The findings suggest that, on average, cross-listing of stocks enhances shareholders’ wealth but the gains are dependent on the destination market. In addition, the regulatory and economic changes in the listing environment not only alter the wealth effects of cross-listings, but also affect the sources of value creation. Overall, this chapter provides in-depth insights into the motivations for, and the benefits of, cross-listings across different host markets in changing market conditions. The second empirical issue examined is the impact of cross-listing and multimarket trading on stock liquidity and volatility (chapter 3). Cross-listing leads to additional mandatory disclosure in order to comply with the requirements of the host market. Such requirements are expected to reduce information asymmetry among various market participants (corporate managers, stock dealers, and investors). An enhanced information environment, in turn, should increase stock liquidity and reduce stock return volatility. The findings of this study suggest that the stock liquidity and volatility improves after cross-listing on a foreign stock exchange. Moreover, this study distinguishes between cross-listing and cross-trading. The distinction is important because cross-trading, unlike cross-listing, does not require the disclosing of additional information. Although such a distinction means there is a variation in the information environment of cross-listed and cross-traded stocks, the results do not reveal any significant difference in the liquidity and volatility of the stocks that are cross-listed and cross-traded. This evidence suggests that the improvement in the liquidity and volatility of cross-listed/traded stocks comes primarily from the intensified competition among traders rather than from mandatory disclosure requirements. The final empirical issue investigated in this thesis (chapter 4) is the identification of the determinants of the distribution of equity trading volume from both stock exchange and firm specific perspectives. From a stock exchange perspective, exchange level analysis focuses on the stock exchange characteristics that determine the ability of a stock exchange to attract trading of foreign stocks. While from a firm perspective, firm level analysis focuses on firm specific characteristics that affect the distribution of foreign trading. The results show that a stock exchange’s ability to attract trading volumes of foreign equity is positively associated with a stock exchange’s organizational efficiency, market liquidity, and also the quality of investor protection and insider trading regulations. Analysis also reveals the superior ability of American stock exchanges to attract trading of European stocks. Moreover, there is strong evidence suggesting that regulated stock exchanges are more successful in attracting trading of foreign stocks than non-regulated markets, such as OTC and alternative markets and trading platforms. From a firm perspective, the proportion of trading on a foreign exchange is higher for smaller and riskier companies, and for companies that exhibit lower correlation of returns with market index returns in the host market. Also this proportion is higher when foreign trading takes place in the same currency as trading in the firm’s home market and increases with the duration of a listing. Finally, the study provides separate evidence on the expected levels of trading activity on various stock exchanges for a stock with particular characteristics. Overall, the findings of this thesis suggest that international cross-listing is beneficial for both firms and their shareholders but the findings also suggest that there are significant variations in the implications of cross-listings for different firms and from listing in different destination foreign markets. Finally, these implications are not static and respond to changes and reforms in listing and trading conditions.
APA, Harvard, Vancouver, ISO, and other styles
10

Rougier, Jonathan. "Price change and trading volume in a speculative market." Thesis, Durham University, 1996. http://etheses.dur.ac.uk/5347/.

Full text
Abstract:
This thesis is concerned with the daily dynamics of price change and trading volume in a speculative market. The first part examines the news-driven model of Tauchen and Pitts (1983), and develops this model to the point where it is directly testable. In order to implement the test a new method for creating a price index from futures contracts is proposed. It is found that news effects can explain some but not all of the structure of the daily price/volume relationship. An alternative explanation is presented, in which the model of Tauchen and Pitts is generalized in a non-linear fashion. In the second part of the thesis, the presence of a small amount of positive autocorrelation in daily returns is exploited through the development of a timing rule. This timing rule applies to investors who are committed to a purchase but flexible about the precise timing. The computation of the timing rule is discussed in detail. In practice it is found that this timing rule is unlikely to generate sufficiently large returns to be of interest to investors in a typical stock market, supporting the hypothesis of market efficiency. However, the incorporation of extra information regarding price/volume dynamics, as suggested by the analysis of Part I, might lead to a much improved rule.
APA, Harvard, Vancouver, ISO, and other styles
More sources

Books on the topic "Volume and price relationship"

1

Kumar, Brajesh. The dynamic relationship between price and trading volume: Evidence from Indian stock market. Ahmedabad: Indian Institute of Management, 2009.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
2

Finnerty, Joseph E. An examination of the relationship between trading volume and price volatility on the CME-SIMEX link. [Urbana, Ill.]: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign, 1985.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
3

Bacha, Obiyathulla. Multi-market trading and price-volume relationships: The case of the Nikkei stock index futures markets. Boston, MA: Boston University, School of Management, 1992.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
4

Montorsi, Marco, ed. Volume-Outcome Relationship in Oncological Surgery. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-51806-6.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Yang, Tracy. Bank productivity and its relationship to stock price movement. Ottawa: National Library of Canada, 2003.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
6

Miller, Judith. Miller's picture price guide: Volume IV. Tenterden, Eng: Miller's, 1995.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
7

Pérez, George. Superman volume 1: What price tomorrow? New York: DC Comics, 2012.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
8

Ord, Timothy. The Secret Science of Price and Volume. New York: John Wiley & Sons, Ltd., 2008.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
9

Trading on volume. New York: McGraw-Hill, 2002.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
10

Miller, Martin, and Judith Miller. Miller's Collectable Price Guide: 1997-98 (Volume IX). Edited by Madeline Marsh. Tenterden, Kent: Miller's Publications, 1997.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Book chapters on the topic "Volume and price relationship"

1

Coles, Andrew. "Four Relationships Between Price and Volume and Their Impact on the Plotting of MIDAS Curves." In MIDAS Technical Analysis, 285–96. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118531877.ch11.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Pascual, José Antonio, and Javier Pajares. "A Generative Approach on the Relationship between Trading Volume, Prices, Returns and Volatility of Financial Assets." In Lecture Notes in Economics and Mathematical Systems, 185–96. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-02956-1_15.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Li, Cong. "Equity Price and Volume." In Finding Alphas, 49–50. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119057871.ch8.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Zaremba, Adam, and Jacob “Koby” Shemer. "No Pain, No Gain? The Puzzle of Risk-Return Relationship." In Price-Based Investment Strategies, 125–65. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-91530-2_4.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Seaton, F. B., and H. A. Laskey. "The Price/Quality Relationship Revisited: A Segmented Approach." In Developments in Marketing Science: Proceedings of the Academy of Marketing Science, 10–11. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-13141-2_10.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Brekke, Kurt R., Luigi Siciliani, and Odd Rune Straume. "Quality and Price Competition in Spatial Markets." In Spatial Economics Volume I, 295–332. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-40098-9_12.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Beckes, Lane, and James A. Coan. "Relationship neuroscience." In APA handbook of personality and social psychology, Volume 3: Interpersonal relations., 119–49. Washington: American Psychological Association, 2015. http://dx.doi.org/10.1037/14344-005.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Ni, Pengfei, Haidong Xu, and Haibo Wang. "Relationship Between the Housing Price and Competitiveness: Empirical Analysis." In House Prices: Changing the City World, 187–255. Singapore: Springer Singapore, 2019. http://dx.doi.org/10.1007/978-981-32-9111-9_6.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Randolph, Gregory. "Price Discrimination and Rising Costs: Is There Any Relationship?" In Doing More with Less, 53–69. New York, NY: Springer New York, 2010. http://dx.doi.org/10.1007/978-1-4419-5960-7_3.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Ord, Tim. "The Secret Science of Price and Volume." In Master Traders, 87–105. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119205043.ch4.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Volume and price relationship"

1

Duan, Xueping, and Zhenzhen Yue. "Research on The Price-Volume Relationship of CSI 300 Stock Index Futures." In 2019 3rd International Conference on Data Science and Business Analytics (ICDSBA). IEEE, 2019. http://dx.doi.org/10.1109/icdsba48748.2019.00047.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Fu, Chuanrui. "Nonparametric quantile regression analysis on the price-volume relationship in China stock market." In 2010 2nd IEEE International Conference on Information Management and Engineering. IEEE, 2010. http://dx.doi.org/10.1109/icime.2010.5477637.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Bai, Yaohui, and Jianwu Dang. "Clustering Analysis of Stock Volume and Price Relationship based on Gaussian Mixture Model." In 2014 International Conference on Mechatronics, Electronic, Industrial and Control Engineering. Paris, France: Atlantis Press, 2014. http://dx.doi.org/10.2991/meic-14.2014.350.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Brooks, R., and E. Harris. "Price and volume relationships across water trading zones." In SUSTAINABLE IRRIGATION 2012. Southampton, UK: WIT Press, 2012. http://dx.doi.org/10.2495/si120381.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Zhang, Bo, and Zhongmin Yin. "Empirical Analysis on the Relationship between Price and Trading Volume in Shanghai Securities Market." In 2009 1st International Conference on Information Science and Engineering (ICISE 2009). IEEE, 2009. http://dx.doi.org/10.1109/icise.2009.547.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Yang, Qiu. "An Analysis Method Towards the Relationship Between Bus-Ticket Price and Private Cars' Trip Volume." In International Conference On Civil Engineering And Urban Planning 2012. Reston, VA: American Society of Civil Engineers, 2012. http://dx.doi.org/10.1061/9780784412435.014.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

"RESEARCH ON THE RELATIONSHIP OF BANK INDUSTRY’S STOCK PRICE AND TRADING VOLUME WITH PANEL DATA MODEL." In Special Session on Project Management and Service Science. SciTePress - Science and and Technology Publications, 2011. http://dx.doi.org/10.5220/0003595905950599.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Luo, Huajian, Yumei Zou, and Xin Zhang. "Research on The Relationship between Volume and Price of China’s Stock Market Based on Markov Mechanism Mixed Copula Model." In 2019 3rd International Conference on Data Science and Business Analytics (ICDSBA). IEEE, 2019. http://dx.doi.org/10.1109/icdsba48748.2019.00046.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Sönmezer, Sıtkı, and Yusuf Pala. "Relationship Between Mortgage Loans and Macroeconomic Values and Financial Returns." In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c09.01961.

Full text
Abstract:
This study has examined mortgage loan usage in terms of macroeconomic figures that may affect consumer behavior and financial instruments' returns. Multi regression analysis has been accompanied by preliminary tests such as ADF, VIF, Jarque Bera, Durbin Watson and White Tests. Results indicate that there is negative significant relationship among Mortgage loan volume and gold returns, unemployment rate, real mortgage rates and CPI. Whereas, significant positive relation has been determined with price index of new houses, USD return and consumer confidence index. The most significant relationship is determined with unemployment rate and the weakest relation is with the consumer confidence index.
APA, Harvard, Vancouver, ISO, and other styles
10

Adaji, J. J., R. U. Onolemhemhen, S. O. Isehunwa, and A. Adenikinju. "Forecasting the Domestic Utilization of Natural Gas in Nigeria (2015-2020)." In SPE/AAPG Africa Energy and Technology Conference. SPE, 2016. http://dx.doi.org/10.2118/afrc-2560895-ms.

Full text
Abstract:
ABSTRACT Domestic utilization of natural gas in Nigeria is being hampered by the poor developments in the natural gas sector over the years, with low level of electricity (generation) consumption per capital, weak legal, commercial and regulatory framework amidst poor infrastructural developments in natural gas as compared to that which exists for oil. Nigeria ranks the second in gas flaring and shows low volumes of domestic gas utilization, consuming only about 11% out of the 8.25 billion cubic feet produced per day in 2014 despite its natural gas resource endowment. This paper examines the determinants of domestic utilization of natural gas in Nigeria from 1990-2013. It investigates its relationship as a function of price of natural gas, price of alternative fuels, foreign direct investment, volumes of gas flared, electricity generated from natural gas sources and per capital real GDP. Going further, it forecasts its likely growth rate for a short-term period, using an econometric methodology of ordinary least squares and an ARIMA model, it estimates the relationship between the variables and uses the historical trend to forecast into the future. The result of the study showed that the determinants jointly explain the pattern of domestic gas utilization in Nigeria by 98%. Individually, per capital real GDP, electricity generated from natural gas sources and changes in the volume of domestic utilization of natural gas was found to have a positive and significant effect on domestic gas utilization. Further, the forecast values show evidence of a slow but gradual increase in utilization pattern in the near future from 2015-2020. A best-case scenario of an increase of 0.15% and a worst-case scenario of a decrease of 0.14% was presented. In conclusion, having identified significant influences on domestic gas utilization patterns in Nigeria it is imperative that the government uses economic instrument to enhance the utilization patterns in Nigeria by improving economic activities and developing the power sector which shows significant influence in domestic natural gas utilization patterns.
APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "Volume and price relationship"

1

Pless, Jacquelyn, Ria Langheim, Christina Machak, Henar Hellow, and Ben Sigrin. The Price-Concentration Relationship in Early Residential Solar Third-Party Markets. Office of Scientific and Technical Information (OSTI), January 2017. http://dx.doi.org/10.2172/1342827.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

León, Carlos, and Javier Miguélez. Interbank relationship lending revisited: Are the funds available at a similar price? Banco de la República de Colombia, December 2020. http://dx.doi.org/10.32468/be.1151.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Son, Junghwa, and Byoungho Jin. Toward the Deeper Understanding of Price and Purchase Intention Relationship: The Role of Price Fairness, Consumer Vanity, and Consumer Brand Familiarity Level. Ames: Iowa State University, Digital Repository, 2014. http://dx.doi.org/10.31274/itaa_proceedings-180814-954.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Brevig, Holly, Christina Colosimo, Ted Jaditz, Ramona Krauss, Kara Mandell, Robert Morrow, Jessica Oi, and Wilhelmina Tsang. The Quality-Volume Relationship: Comparing Civilian and MHS Practice. Fort Belvoir, VA: Defense Technical Information Center, January 2015. http://dx.doi.org/10.21236/ada615315.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Diewert, W. Erwin. Price and Volume Measures in the System of National Accounts. Cambridge, MA: National Bureau of Economic Research, May 1995. http://dx.doi.org/10.3386/w5103.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Goetzmann, William, and Massimo Massa. Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias. Cambridge, MA: National Bureau of Economic Research, February 2003. http://dx.doi.org/10.3386/w9499.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Laxamana, Julius. Determining the Relationship between White Matter Volume and Processing Speed in Adolescence. Portland State University Library, January 2016. http://dx.doi.org/10.15760/honors.273.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Ito, Takatoshi, and Wen-Ling Lin. Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets. Cambridge, MA: National Bureau of Economic Research, December 1993. http://dx.doi.org/10.3386/w4592.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Ruderman, Florence K., and Richard W. Haynes. Volume and average stumpage price of selected species on the national forests of the Pacific Northwest region, 1973 to 1984. Portland, OR: U.S. Department of Agriculture, Forest Service, Pacific Northwest Research Station, 1986. http://dx.doi.org/10.2737/pnw-rn-446.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Feng, X., and I. L. Pegg. Effects of glass surface area-to-solution volume ratio (S/V) on glass dissolution. Part one: Relationship between S/V and leachate pH. Office of Scientific and Technical Information (OSTI), November 1992. http://dx.doi.org/10.2172/10194453.

Full text
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'Volume and price relationship' for particular source types:
Journal articles Dissertations / Theses Books
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography