Gotowa bibliografia na temat „Trading volume”
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Artykuły w czasopismach na temat "Trading volume"
Bornholt, Graham, Paul Dou i Mirela Malin. "Trading Volume and Momentum: The International Evidence". Multinational Finance Journal 19, nr 4 (1.12.2015): 267–313. http://dx.doi.org/10.17578/19-4-2.
Pełny tekst źródłaGuasoni, Paolo, i Marko Weber. "DYNAMIC TRADING VOLUME". Mathematical Finance 27, nr 2 (19.06.2015): 313–49. http://dx.doi.org/10.1111/mafi.12099.
Pełny tekst źródłaMcSherry, Bernard, i 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, nr 1 (29.03.2016): 106. http://dx.doi.org/10.22158/jepf.v2n1p106.
Pełny tekst źródłaMudalige, Priyantha, Petko S. Kalev i Huu Nhan Duong. "Individual and institutional trading volume around firm-specific announcements". International Journal of Managerial Finance 12, nr 4 (1.08.2016): 422–44. http://dx.doi.org/10.1108/ijmf-01-2016-0007.
Pełny tekst źródłade Beer, Johan. "The price and volume effect of initial single stock futures trading". Corporate Ownership and Control 7, nr 2 (2009): 367–86. http://dx.doi.org/10.22495/cocv7i2c3p4.
Pełny tekst źródłaPak, Dohyun, i Sun-Yong Choi. "Economic Policy Uncertainty and Sectoral Trading Volume in the U.S. Stock Market: Evidence from the COVID-19 Crisis". Complexity 2022 (25.04.2022): 1–15. http://dx.doi.org/10.1155/2022/2248731.
Pełny tekst źródłaMpofu, Raphael Tabani. "The relationship between trading volume and stock returns in the JSE securities exchange in South Africa". Corporate Ownership and Control 9, nr 4-2 (2012): 199–207. http://dx.doi.org/10.22495/cocv9i4c2art1.
Pełny tekst źródłaKim, Taejin. "Trust and trading volume". Economics Letters 207 (październik 2021): 110003. http://dx.doi.org/10.1016/j.econlet.2021.110003.
Pełny tekst źródłaGlaser, Markus, i Martin Weber. "Overconfidence and trading volume". Geneva Risk and Insurance Review 32, nr 1 (czerwiec 2007): 1–36. http://dx.doi.org/10.1007/s10713-007-0003-3.
Pełny tekst źródłaDewi, Catur Kumala. "JKSE AND TRADING ACTIVITIES BEFORE AFTER COVID-19 OUTBREAK". Research Journal of Accounting and Business Management 4, nr 1 (6.06.2020): 1. http://dx.doi.org/10.31293/rjabm.v4i1.4671.
Pełny tekst źródłaRozprawy doktorskie na temat "Trading volume"
Knutsson, Greta, i Kamyar Espahbodi. "Trading volume at Avanza". Thesis, KTH, Matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-254226.
Pełny tekst źródłaAtt ta fram en modell som förklarar handelsvolymen kan vara eftertraktat hos företag vars huvudintäkter beror av den. Tidigare forskning visar att faktorer som prisförändringar på aktiemarknaden, volatilitet och osäkerhet påverkar handelsvolymen. Syftet med arbetet är att klargöra den konsensus som råder och fastställa de faktorer som har störst påverkan gällande handelsvolymen för Avanza’s kunders. Faktorer som dagliga förändringar inom börsmarknaden och ekonomisk, politisk och finansiell osäkerhet har genom en multipel linjär regressionsanalys analyserats med en daglig tidsperiod mellan 2000-2019. Arbetet är således utformat inom ramen för matematisk statistik och industriell ekonomi. För att kunna dra en slutsats krävs vidare undersökning i form av en tidsserieanalys och en djupare förståelse av det tillämpade området och metoderna som har an- vänds.
MA, GUOHUA. "THREE ESSAYS ON TRADING VOLUME". University of Cincinnati / OhioLINK, 2007. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1179254828.
Pełny tekst źródłaWavasseur, Maxime. "Asset Pricing and Trading Volume". Thesis, Toulouse 1, 2018. http://www.theses.fr/2018TOU10069/document.
Pełny tekst źródłaThis doctoral thesis is organized in three articles. In the first one, we use the Toulouse mills companies data as a suitable testbed for asset pricing theory. More precisely, we provide a proxy for local consumption and perform a relative entropy analysis to extract the stochastic discount factor of this old economy. We found that the model-free pricing kernel correlates with consumption and a standard CRRA-model is not rejected by the data, even for very low risk aversion levels. In the second article, we describe the relationship between trading volume and market composition through a pure theoretical approach. We build a model where the agent preferences depend on his environment and a liquidity shock is collectively experienced by the members of each social group in the economy. We introduce the concept of desirability channel as a necessary condition for a trade to occur and we rely the topology of the network to the expected volume. The third article focus on the role of social status concern in the exchanges dynamic. We propose a setting where two types of goods are available, a positional and a non positional one. By splitting the economy into two social groups, we depict how trades take place over time regarding to these social groups. The model predictions are finally tested on the historical support of the Toulouse mills companies
Johansson, Henrik, i Niklas Wilandh. "Trading volume : The behavior in information asymmetries". Thesis, Jönköping University, JIBS, Business Administration, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-238.
Pełny tekst źródłaAccording to theory, trading volume decreases in information asymmetries, i.e. when there are differences in information. This is due to the fact that uninformed investors delay their trades when they are facing adverse selection. When the asymmetry is resolved there should be a corresponding increase in trading volume. Around earnings announcements (scheduled an-nouncements) this asymmetry is greater than normal, hence one can expect a decrease in trading volume. Around unexpected announcements such as acquisition announcement (unscheduled announcements) a total increase is instead expected because of an increase in trading by informed investors. All these effects are likely to be greater for smaller stocks.
The purpose of this thesis is to investigate the trading volume before- and after scheduled announcements and the trading volume before unscheduled announcements in order to investigate how informed- and uninformed investors behave in information asymmetries on Stockholmsbörsen.
The method is quantitative with secondary data from the Stockholm Stock exchange from 1998-2004. The method is the same as Chae (2005) uses with paired-samples t-tests. It tests whether the change in trading volume is different from a benchmark consisting of an average of the trading volume 30 days before the announcement.
We found a statistically significant decrease in trading volume in 6 of 10 days before a scheduled announcement and an increase also on 7 of 10 days after the announcement. For unscheduled announcements we found an increase before it was released but were not able to prove it statistically. We conclude that uninformed investors behave strategically before scheduled announcements in order to avoid adverse selection. We could not conclude that the effects are greater for smaller stocks.
Basu, Somnath. "Information, expectations and equilibrium: Trading volume hypotheses". Diss., The University of Arizona, 1990. http://hdl.handle.net/10150/185109.
Pełny tekst źródłaWang, Hanfeng. "Essays on stock trading volume, volatility and information". Click to view the E-thesis via HKUTO, 2007. http://sunzi.lib.hku.hk/hkuto/record/B38826185.
Pełny tekst źródłaWang, Hanfeng, i 王漢鋒. "Essays on stock trading volume, volatility and information". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2007. http://hub.hku.hk/bib/B38826185.
Pełny tekst źródłaRougier, Jonathan. "Price change and trading volume in a speculative market". Thesis, Durham University, 1996. http://etheses.dur.ac.uk/5347/.
Pełny tekst źródłaChiu, Shuk-man, i 趙淑文. "Trading volume in the housing market around land auctions events". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hdl.handle.net/10722/194612.
Pełny tekst źródłapublished_or_final_version
Real Estate and Construction
Doctoral
Doctor of Philosophy
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.
Pełny tekst źródłaEste 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.
Książki na temat "Trading volume"
Trading on volume. New York: McGraw-Hill, 2002.
Znajdź pełny tekst źródłaKim, Young Sam. The sensitivity of observed trading volume reactions to the choice of trading volume reaction metric. [Urbana, Ill.]: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign, 1991.
Znajdź pełny tekst źródłaLamont, Owen A. The earnings announcement premium and trading volume. Cambridge, Mass: National Bureau of Economic Research, 2007.
Znajdź pełny tekst źródłaLamont, Owen. The earnings announcement premium and trading volume. Cambridge, MA: National Bureau of Economic Research, 2007.
Znajdź pełny tekst źródłaFund, International Monetary, red. Noise trading, transaction costs, and the relationship of stock returns and trading volume. Washington, D.C: International Monetary Fund, 1994.
Znajdź pełny tekst źródłaWillain, Pascal. Value in time: Better trading through effective volume. Hoboken, N.J: Wiley, 2008.
Znajdź pełny tekst źródłaCampbell, John Y. Trading volume and serial correlation in stock returns. Cambridge, MA: National Bureau of Economic Research, 1992.
Znajdź pełny tekst źródłaWillain, Pascal. Value in time: Better trading through effective volume. Hoboken, N.J: John Wiley & Sons, 2008.
Znajdź pełny tekst źródłaLo, Andrew W. Asset prices and trading volume under fixed transaction costs. Cambridge, MA: National Bureau of Economic Research, 2001.
Znajdź pełny tekst źródłaHe, Hua. Differential information and dynamic behavior of stock trading volume. Cambridge, MA: National Bureau of Economic Research, 1995.
Znajdź pełny tekst źródłaCzęści książek na temat "Trading volume"
Röman, Jan R. M. "Trading Financial Instruments". W Analytical Finance: Volume I, 1–20. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-34027-2_1.
Pełny tekst źródłaGomber, Peter, Benjamin Clapham, Jens Lausen i Sven Panz. "The MiFIR Trading Obligation: Impact on Trading Volume and Liquidity in Electronic Trading". W Lecture Notes in Business Information Processing, 3–26. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-19037-8_1.
Pełny tekst źródłaPorras, Eva R. "Bubbles and Technical Trading". W Bubbles and Contagion in Financial Markets, Volume 1, 127–71. London: Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137358769_5.
Pełny tekst źródłaHowison, S., i D. Lamper. "Trading Volume in Models of Financial Derivatives". W Progress in Industrial Mathematics at ECMI 2000, 57–62. Berlin, Heidelberg: Springer Berlin Heidelberg, 2002. http://dx.doi.org/10.1007/978-3-662-04784-2_5.
Pełny tekst źródłaKwak, Youngsik, Yunkyung Lee, Jaeweon Hong, Wanwoo Cho, Ho Jang i Daehyun Park. "From Trading Volume to Trading Number-Based Pricing at Home Trading System on Korean Stock Market". W Communications in Computer and Information Science, 463–68. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-22333-4_60.
Pełny tekst źródłaKapusuzoglu, Ayhan, i Nildag Basak Ceylan. "Trading Volume, Volatility and GARCH Effects in Borsa Istanbul". W Contributions to Management Science, 333–47. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-77622-4_17.
Pełny tekst źródłaMagklasi, Ioanna. "The impact of volume contracts on the trading parties". W The Rotterdam Rules and International Trade Law, 134–85. New York, NY : Routledge, 2018.: Routledge, 2018. http://dx.doi.org/10.4324/9781315115153-6.
Pełny tekst źródłaBrändle, Alexander. "Results: Trading Volume and the Cross-Sectional Variation of Stock Returns". W Volume Based Portfolio Strategies, 98–188. Wiesbaden: Gabler, 2010. http://dx.doi.org/10.1007/978-3-8349-8716-7_4.
Pełny tekst źródłaYang, Ning, Yongwei Liu, Wentao Lv, Chuncheng Gao, Shiqiang Zheng i Qian Zhang. "Application of microservices in power trading platforms". W Advances in Energy, Environment and Chemical Engineering Volume 1, 176–83. London: CRC Press, 2022. http://dx.doi.org/10.1201/9781003330165-25.
Pełny tekst źródłaAhlbeck, Jutta, Ann-Catrin Östman i Eija Stark. "Introduction: Encounters and Trading Practices". W Encounters and Practices of Petty Trade in Northern Europe, 1820–1960, 1–27. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-98080-1_1.
Pełny tekst źródłaStreszczenia konferencji na temat "Trading volume"
Darolles, Serge, i Gaëlle Le Fol. "Trading Volume and Arbitrage". W 4th Annual International Conference on Accounting and Finance (AF 2014). Global Science & Technology Forum (GSTF), 2014. http://dx.doi.org/10.5176/2251-1997_af14.27.
Pełny tekst źródłaLiu, Xunzhe, Yihui Liu i Siyuan Ma. "Liquidity, Stock Return and Trading Volume". W the 2017 International Conference. New York, New York, USA: ACM Press, 2017. http://dx.doi.org/10.1145/3089871.3089903.
Pełny tekst źródłaLi, Ziqian, Caixia Wang, Xiaoning Ye, Wei Wang i Shuang Hao. "China's Green Certificate Trading Mode Design and Trading Volume Evaluation Model Establishment". W 2019 Chinese Automation Congress (CAC). IEEE, 2019. http://dx.doi.org/10.1109/cac48633.2019.8996576.
Pełny tekst źródłaTakada, Hellinton H., i Julio M. Stern. "Intraday trading volume and non-negative matrix factorization". W TECHNOLOGIES AND MATERIALS FOR RENEWABLE ENERGY, ENVIRONMENT AND SUSTAINABILITY: TMREES. Author(s), 2016. http://dx.doi.org/10.1063/1.4959065.
Pełny tekst źródłaSouply, Marc, Marc Malmaison, Francois Rioult i Bertrand Cuissart. "Sales Volume Prediction and Application to Materials Trading". W 2022 IEEE International Conference on Smart Computing (SMARTCOMP). IEEE, 2022. http://dx.doi.org/10.1109/smartcomp55677.2022.00054.
Pełny tekst źródłaBrooks, R., i E. Harris. "Price and volume relationships across water trading zones". W SUSTAINABLE IRRIGATION 2012. Southampton, UK: WIT Press, 2012. http://dx.doi.org/10.2495/si120381.
Pełny tekst źródłaLiu, Yucan, i Jing Xue. "Research on IPO Underpricing, Trading Volume and Investor Interest". W 2010 International Conference on Management and Service Science (MASS 2010). IEEE, 2010. http://dx.doi.org/10.1109/icmss.2010.5578230.
Pełny tekst źródłaDoeksen, B., A. Abraham, J. Thomas i M. Paprzycki. "Real stock trading using soft computing models". W International Conference on Information Technology: Coding and Computing (ITCC'05) - Volume II. IEEE, 2005. http://dx.doi.org/10.1109/itcc.2005.238.
Pełny tekst źródłaWang, Shaosong, i Weihua Liu. "Weather Impacts on Trading Volume-Evidence from Hang Seng Index". W 2017 2nd International Seminar on Education Innovation and Economic Management (SEIEM 2017). Paris, France: Atlantis Press, 2018. http://dx.doi.org/10.2991/seiem-17.2018.116.
Pełny tekst źródłaIshihara, Y., Runhe Huang i Jianhua Ma. "A Real Trading Model based Price Negotiation Agents". W 20th International Conference on Advanced Information Networking and Applications - Volume 1 (AINA'06). IEEE, 2006. http://dx.doi.org/10.1109/aina.2006.52.
Pełny tekst źródłaRaporty organizacyjne na temat "Trading volume"
Lamont, Owen, i Andrea Frazzini. The Earnings Announcement Premium and Trading Volume. Cambridge, MA: National Bureau of Economic Research, maj 2007. http://dx.doi.org/10.3386/w13090.
Pełny tekst źródłaCampbell, John, Sanford Grossman i Jiang Wang. Trading Volume and Serial Correlation in Stock Returns. Cambridge, MA: National Bureau of Economic Research, październik 1992. http://dx.doi.org/10.3386/w4193.
Pełny tekst źródłaHe, Hua, i Jiang Wang. Differential Information and Dynamic Behavior of Stock Trading Volume. Cambridge, MA: National Bureau of Economic Research, luty 1995. http://dx.doi.org/10.3386/w5010.
Pełny tekst źródłaLo, Andrew, Harry Mamaysky i Jiang Wang. Asset Prices and Trading Volume Under Fixed Transactions Costs. Cambridge, MA: National Bureau of Economic Research, maj 2001. http://dx.doi.org/10.3386/w8311.
Pełny tekst źródłaLo, Andrew, i Jiang Wang. Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory. Cambridge, MA: National Bureau of Economic Research, marzec 2000. http://dx.doi.org/10.3386/w7625.
Pełny tekst źródłaLo, Andrew, i Jiang Wang. Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model. Cambridge, MA: National Bureau of Economic Research, październik 2001. http://dx.doi.org/10.3386/w8565.
Pełny tekst źródłaBrock, William, i Blake LeBaron. A Dynamic Structural Model for Stock Return Volatility and Trading Volume. Cambridge, MA: National Bureau of Economic Research, styczeń 1995. http://dx.doi.org/10.3386/w4988.
Pełny tekst źródłaChen, Joseph, Harrison Hong i Jeremy Stein. Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices. Cambridge, MA: National Bureau of Economic Research, maj 2000. http://dx.doi.org/10.3386/w7687.
Pełny tekst źródłaStein, Jeremy. Prices and Trading Volume in the Housing Market: A Model with Downpayment Effects. Cambridge, MA: National Bureau of Economic Research, marzec 1993. http://dx.doi.org/10.3386/w4373.
Pełny tekst źródłaHelpman, Elhanan, Marc Melitz i Yona Rubinstein. Estimating Trade Flows: Trading Partners and Trading Volumes. Cambridge, MA: National Bureau of Economic Research, luty 2007. http://dx.doi.org/10.3386/w12927.
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