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Author : Hans R. Stoll
Publisher :
ISBN 13 :
Total Pages : 88 pages
Book Rating : 4.3/5 (512 download)
Download or read book Stock Market Structure, Volatility, and Volume written by Hans R. Stoll and published by . This book was released on 1990 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Greg N. Gregoriou
Publisher : CRC Press
ISBN 13 : 1420099558
Total Pages : 654 pages
Book Rating : 4.4/5 (2 download)
Download or read book Stock Market Volatility written by Greg N. Gregoriou and published by CRC Press. This book was released on 2009-04-08 with total page 654 pages. Available in PDF, EPUB and Kindle. Book excerpt: Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who offer their expertise on market volatility in devel
Author : Melissa Danielle Davis
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.:/5 (971 download)
Download or read book Volume and Volatility in the Stock Market written by Melissa Danielle Davis and published by . This book was released on 2000 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Takatoshi Itō
Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.:/5 (318 download)
Download or read book Price Volatility and Volume Spillovers Between the Tokyo and New York Stock Markets written by Takatoshi Itō and published by . This book was released on 1993 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper presents a comprehensive study of the interactions among returns, volatility, and trading volume between the U.S. and Japanese stock markets by using intradaily data from October 1985 to December 1991. By examining the effect of foreign price volatility and trading volume on correlations between foreign and domestic stock returns, the paper aims to distinguish between the market contagion and informational efficiency hypotheses in order to explain the cause of international transmission of stock returns and volatility. Major findings are three-fold: (1) contemporaneous correlations of stock returns across these two markets are significant and tend to increase during a high volatility period, which support the informational efficiency hypothesis; (2) lagged volatility and volume spillovers are not found across the two markets; (3) the effect of the New York stock returns on the Tokyo returns exhibits a structural change in October 1987.
Author : Zain Anis
Publisher :
ISBN 13 : 9783659251450
Total Pages : 0 pages
Book Rating : 4.2/5 (514 download)
Download or read book Effect of Oil Price Volatility on Stock Prices and Trading Volume written by Zain Anis and published by . This book was released on 2012-09-20 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Srinivasan Kaliyaperumal
Publisher : GRIN Verlag
ISBN 13 : 3668659958
Total Pages : 144 pages
Book Rating : 4.6/5 (686 download)
Download or read book An Analysis of Price Volatility, Trading Volume and Market Depth of Stock Futures Market in India written by Srinivasan Kaliyaperumal and published by GRIN Verlag. This book was released on 2018-03-13 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt: Project Report from the year 2010 in the subject Business economics - Investment and Finance, , course: Ph. D, language: English, abstract: Every modern economy is based on a sound financial system and acts as a monetary channel for productive purpose with effecting economic growth. It encourages saving habit by throwing open and plethora of instrument avenues suiting to the individuals requirements, mobilizing savings from households and other segments and allocating savings into productive usage such as trade, commerce, manufacture etc. Thus a financial system can also be understood as institutional arrangements, through which financial surpluses are mobilized from the units generating surplus income and transferring them to the others in need of them. In nutshell, financial market, financial assets, financial services and financial institutions constitute the financial system. The activities include exchange and holding of financial assets or instruments of different kinds of financial institutions, banks and other intermediaries of the market. Financial markets provide channels for allocation of savings to investment and provide variety of assets to savers in various forms in which the investors can park their funds. At the same time, financial market is one that integral part of the financial system which makes significant contribution to the countries’ economic development. It establishes a link between the demand and supply of long-term capital funds. The economic strength of a country depends squarely on the state of financial market, apart from the productive potential of the country. The efficient allocation of fund by the capital market depends on the state of capital market. All the countries therefore focus more on the functioning of the capital market. Indian financial market has faced many challenges in the process of effecting more efficient allocation and mobilization of capital. It has attained a remarkable degree of growth in the last decade and in continuing to achieve the same in current decade also. Opening up of the economy and adoption of the liberalized economic policies have driven our economy more towards the free market. Over the last few years, financial markets, more specifically the security market were experiencing a lot of structural and regulatory changes. The major constituents of financial market are money market and the capital market catering to the type of capital requirements.
Author : Tom Berglund
Publisher :
ISBN 13 :
Total Pages : 23 pages
Book Rating : 4.:/5 (579 download)
Download or read book Trading Volume and International Trading in Stocks written by Tom Berglund and published by . This book was released on 1990 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Leon Zolotoy
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.:/5 (129 download)
Download or read book Trading Volume, Volatility and Return Dynamics written by Leon Zolotoy and published by . This book was released on 2007 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper we study the dynamic relationship between trading volume, volatility, and stock returns at the international stock markets. First, we examine the role of volume and volatility in the individual stock market dynamics using a sample of ten major developed stock markets. Next, we extend our analysis to a multiple market framework, based on a large sample of cross-listed firms. Our analysis is based on both semi-nonparametric (Flexible Fourier Form) and parametric techniques. Our major findings are as follows. First, we find no evidence of the trading volume affecting the serial correlation of stock market returns, as predicted by Campbell et.al (1993) and Wang (1994). Second, the stock market volatility has a negative and statistically significant impact on the serial correlation of the stock market returns, consistent with the positive feedback trading model of Sentana and Wadhwani (1992). Third, the lagged trading volume is positively related to the stock market volatility, supporting the information flow theory. Fourth, we find the trading volume to have both an economically and statistically significant impact on the price discovery process and the co-movement between the international stock markets. Overall, these findings suggest the importance of the trading volume as an information variable.
Author : Allan William Kleidon
Publisher :
ISBN 13 :
Total Pages : 18 pages
Book Rating : 4.0/5 ( download)
Download or read book Comment on 'price Volatility and Volume Spillovers Between the Tokyo and New York Stock Markets' written by Allan William Kleidon and published by . This book was released on 1994 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Buff Dormeier
Publisher : FT Press
ISBN 13 :
Total Pages : 353 pages
Book Rating : 4./5 ( download)
Download or read book Investing with Volume Analysis: Identify, Follow, and Profit from Trends written by Buff Dormeier and published by FT Press. This book was released on 2011 with total page 353 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analyzing volume can help you look deep inside trends, identify shifts more rapidly, and earn higher profits with less risk. Now, award-winning stock analyst Buff Pelz Dormeier shows exactly how to make volume analysis work for you. Analyze volume responsiveness, reliability, risk, and returns & mdash;and use your insights to optimize every trade!
Author : Takatoshi Ito
Publisher :
ISBN 13 :
Total Pages : 35 pages
Book Rating : 4.:/5 (129 download)
Download or read book Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets written by Takatoshi Ito and published by . This book was released on 2010 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper presents a comprehensive study of the interactions among returns, volatility, and trading volume between the U.S. and Japanese stock markets by using intradaily data from October 1985 to December 1991. By examining the effect of foreign price volatility and trading volume on correlations between foreign and domestic stock returns, the paper aims to distinguish between the market contagion and informational efficiency hypotheses in order to explain the cause of international transmission of stock returns and volatility. Major findings are three-fold: (1) contemporaneous correlations of stock returns across these two markets are significant and tend to increase during a high volatility period, which support the informational efficiency hypothesis; (2) lagged volatility and volume spillovers are not found across the two markets; (3) the effect of the New York stock returns on the Tokyo returns exhibits a structural change in October 1987.
Author : Stephen Satchell
Publisher : Springer
ISBN 13 : 1137554177
Total Pages : 416 pages
Book Rating : 4.1/5 (375 download)
Download or read book Derivatives and Hedge Funds written by Stephen Satchell and published by Springer. This book was released on 2016-05-18 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the last 20 years hedge funds and derivatives have fluctuated in reputational terms; they have been blamed for the global financial crisis and been praised for the provision of liquidity in troubled times. Both topics are rather under-researched due to a combination of data and secrecy issues. This book is a collection of papers celebrating 20 years of the Journal of Derivatives and Hedge Funds (JDHF). The 18 papers included in this volume represent a small sample of influential papers included during the life of the Journal, representing industry-orientated research in these areas. With a Preface from co-editor of the journal Stephen Satchell, the first part of the collection focuses on hedge funds and the second on markets, prices and products.
Author : Hendrik Bessembinder
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.3/5 ( download)
Download or read book Futures Trading Activity and Stock Price Volatility written by Hendrik Bessembinder and published by . This book was released on 1992 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Joseph E. Granville
Publisher : Pickle Partners Publishing
ISBN 13 : 1789126037
Total Pages : 531 pages
Book Rating : 4.7/5 (891 download)
Download or read book Granville’s New Key to Stock Market Profits written by Joseph E. Granville and published by Pickle Partners Publishing. This book was released on 2018-12-05 with total page 531 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this remarkable stock market study, one of Wall Street’s best known market analysts reveals a new technical tool he developed for gauging the pulse of the trading cycle. Called the On Balance Volume Theory, this tool tends to fill in some of the conspicuous voids in the famous Dow Theory—especially the lack of discussion and use of stock volume figures. As straightforward as a set of bridge rules, on-balance volume (OBV) denotes each buy and sell signal so that a trader can follow them without his own emotions tending to lead him astray—emotions causing most of the market misjudgements that take place. The Granville OBV method is essentially scientific, has a high degree of accuracy and has many automatic features. The reader of this book will be introduced to a method whereby he may benefit by the earlier movements of volume over price—the “early warning” radar of volume buy and sell signals.
Author : Robert A. Schwartz
Publisher : Springer Science & Business Media
ISBN 13 : 1441914749
Total Pages : 152 pages
Book Rating : 4.4/5 (419 download)
Download or read book Volatility written by Robert A. Schwartz and published by Springer Science & Business Media. This book was released on 2010-11-18 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volatility is very much with us in today's equity markets. Day-to-day price swings are often large and intra-day volatility elevated, especially at market openings and closings. What explains this? What does this say about the quality of our markets? Can short-period volatility be controlled by better market design and a more effective use of electronic technology? Featuring insights from an international array of prominent academics, financial markets experts, policymakers and journalists, the book addresses these and other questions concerning this timely topic. In so doing, we seek deeper knowledge of the dynamic process of price formation, and of the market structure and regulatory environment within which our markets function. The Zicklin School of Business Financial Markets Series presents the insights emerging from a sequence of conferences hosted by the Zicklin School at Baruch College for industry professionals, regulators, and scholars. Much more than historical documents, the transcripts from the conferences are edited for clarity, perspective and context; material and comments from subsequent interviews with the panelists and speakers are integrated for a complete thematic presentation. Each book is focused on a well delineated topic, but all deliver broader insights into the quality and efficiency of the U.S. equity markets and the dynamic forces changing them.
Author : Percy Siuping Poon
Publisher :
ISBN 13 :
Total Pages : 272 pages
Book Rating : 4.:/5 (255 download)
Download or read book Three Essays on Price Volatility and Trading Volume in Financial Markets written by Percy Siuping Poon and published by . This book was released on 1989 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Hanfeng Wang
Publisher :
ISBN 13 :
Total Pages : 39 pages
Book Rating : 4.:/5 (129 download)
Download or read book Dynamic Volume-Volatility Relation written by Hanfeng Wang and published by . This book was released on 2005 with total page 39 pages. Available in PDF, EPUB and Kindle. Book excerpt: We find that trading volume not only contributes positively to the contemporaneous volatility, as indicated in previous literature, but also contributes negatively to the subsequent volatility. And this pattern between trading volume and volatility is consistently held among individual stocks, volume-based portfolios, size-based portfolios, and market index, and among daily data and weekly data. These empirical findings tend to support that the Information-Driven-Trade (IDT) hypothesis is more pervasive and powerful in explaining trading activities in the stock market than the Liquidity-Driven-Trade (LDT) hypothesis. Our additional tests obtain three interesting findings, 1) liquidity and the degree of information asymmetry influence the relation between volume and subsequent volatility, 2) the effect of volume on subsequent volatility and volume size have a non-linear relationship, which is consistent with Barclay and Warner (1993, JFE)'s finding, 3) the effect of volume on subsequent volatility is asymmetry when the stock price moves up and when the stock price moves down, and we attribute this asymmetry to the short-selling constraints.
