Prior studies on the price formation in the Bitcoin market consider the role of Bitcoin
transactions at the conditional mean of the returns distribution. This study employs in …

This paper explores the dependence between real crude oil price changes and Chinese
real industry stock market returns based on the monthly data from 1994/03 to 2014/06. We …

Purpose This paper aims to explore the extreme effect of crude oil price fluctuations and its
volatility on the economic growth of Middle East and North Africa (MENA) countries. It also …

This paper conducts a review of the literature on the price–volume relationship and its
relation with the implications of the adaptive market hypothesis. The literature on market …

Circuit breaker, an automated regulatory instrument employed to deter panic, temper
volatility, and prevent crashes, is controversial in financial markets. Proponents claim it …

We analyse the causality between past trading volume and index returns in the Pacific Basin
countries. OLS results indicate no causal link between volume and returns. However, the …

Bu çalışma, Türk sermaye piyasasında hisse senedi fiyatları ile işlem hacmi arasındaki
nedensellik ilişkisini günlük veriler aracılığıyla 1990-2012 dönemi için araştırmaktadır …

The presence of the African Stock Markets (ASMs) in the global frontier markets indices
confirms their global portfolio diversification role. This study investigates the asymmetric and …

From an industry perspective, we apply the quantile regression to investigate the impact of
investor sentiment (IS) and China's/US geopolitical risks (GPR) on Chinese stock market …

This paper examines the degree of interest rate exposure of S panish industries for the
period 1993–2012 using the quantile regression methodology. The empirical results show …