Trading volume and stock returns: A meta-analysis
J Bajzik - International Review of Financial Analysis, 2021 - Elsevier
I examine 468 estimates on the relationship between trading volume and stock returns
reported in 44 studies. I study publication bias together with Bayesian and frequentist model …
reported in 44 studies. I study publication bias together with Bayesian and frequentist model …
The relationship between trading volume and market returns: A VAR/Granger causality testing approach in the context of Saudi Arabia
H Alhussayen - Organizations and Markets in Emerging Economies, 2022 - ceeol.com
This paper investigates the relationship between trading volume and market returns in the
Saudi stock market. Daily data of number of shares traded and TASI returns from 2010 till …
Saudi stock market. Daily data of number of shares traded and TASI returns from 2010 till …
[HTML][HTML] The dynamics of the relationship between stock returns and trading volumes: An emerging markets perspective during varying market conditions
The dynamic relationship between stock returns and trading volumes is examined during
normal and crisis periods by a combining the Bai-Perron structural break test with Granger …
normal and crisis periods by a combining the Bai-Perron structural break test with Granger …
Relationship between Stock Returns and Trading Volume at the Bourse Régionale des Valeurs Mobilières, West Africa
JP Gueyie, MS Diallo, MF Diallo - International Journal of Financial …, 2022 - mdpi.com
The objective of this paper is to study the contemporaneous relationship and the dynamic
relationship between the stock index return and the trading volume on the Bourse Régionale …
relationship between the stock index return and the trading volume on the Bourse Régionale …
Assessment of Potential Insider Trading in the Saudi Stock Exchange Before and After the Introduction of Financial Reforms: An Event Study Market Cleanliness …
AA Alqurayn - 2023 - vuir.vu.edu.au
The purpose of this research is to investigate the impact of the amended regulatory changes
introduced with financial reforms in 2016 on the integrity of the Saudi Stock Exchange …
introduced with financial reforms in 2016 on the integrity of the Saudi Stock Exchange …
[PDF][PDF] Journal of Open Innovation: Technology, Market, and Complexity
T Mallikarjunappa, D Saldanha, IT Hawaldar - academia.edu
The dynamic relationship between stock returns and trading volumes is examined during
normal and crisis periods by a combining the Bai-Perron structural break test with Granger …
normal and crisis periods by a combining the Bai-Perron structural break test with Granger …
[PDF][PDF] The trading factors, risk based factor
NS Utami - repository.unsri.ac.id
This research use multiple regression analysis using software SPSS 23 to analyze the
relation of independent variables to dependent variable. As the result, out of 5 independent …
relation of independent variables to dependent variable. As the result, out of 5 independent …
Trading volume and expected stock returns: a meta-analysis
J Bajzík - 2019 - dspace.cuni.cz
I investigate the relationship between expected stock returns and trading volume. I collect
together 522 estimates from 46 studies and conduct the first meta-analysis in this field. Use …
together 522 estimates from 46 studies and conduct the first meta-analysis in this field. Use …
[PDF][PDF] THE TRADING FACTORS, RISK BASED FACTOR AND FIRM CHARACTERISTICS AS DETERMINANTS OF LQ45 FIRM STOCK RETURNS LISTED IN …
NS Utami, U Hamdan - Jembatan: Jurnal Ilmiah Manajemen, 2018 - repository.unsri.ac.id
THE TRADING FACTORS, RISK BASED FACTOR AND FIRM CHARACTERISTICS AS
DETERMINANTS OF LQ45 FIRM STOCK RETURNS LISTED IN INDONESIA S Page 1 THE …
DETERMINANTS OF LQ45 FIRM STOCK RETURNS LISTED IN INDONESIA S Page 1 THE …