The Empirical Relationship Between Trading Volume, Returns and Volatility

The Empirical Relationship Between Trading Volume, Returns and Volatility
Author: Timothy J. Brailsford
Publisher:
Total Pages: 32
Release: 1994
Genre: Stock exchanges
ISBN:


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The Empirical Relationship Between Trading Volume, Returns and Volatility
Language: en
Pages: 32
Authors: Timothy J. Brailsford
Categories: Stock exchanges
Type: BOOK - Published: 1994 - Publisher:

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Stock Market Dynamics
Language: en
Pages: 191
Authors: Robert Maria Margaretha Jozef Bauer
Categories:
Type: BOOK - Published: 1997 - Publisher:

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The Empirical Relationship between Stock Returns, Return Volatility and Trading Volume in the Brazilian Stock Market
Language: en
Pages: 14
Authors: Otavio Ribeiro de Medeiros
Categories:
Type: BOOK - Published: 2006 - Publisher:

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We investigate the empirical relationship between stock returns, return volatility and trading volume using data from the Brazilian stock market (Bovespa). Our
Noise Trading, Transaction Costs, and the Relationship of Stock Returns and Trading Volume
Language: en
Pages: 36
Authors: Mr.Charles Frederick Kramer
Categories: Business & Economics
Type: BOOK - Published: 1994-10-01 - Publisher: International Monetary Fund

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The relationship of stock returns and trading volume is the focus of much recent interest. I examine an economic model of a rational trader who operates in a ma
Stock Market Volatility
Language: en
Pages: 654
Authors: Greg N. Gregoriou
Categories: Business & Economics
Type: BOOK - Published: 2009-04-08 - Publisher: CRC Press

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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