The Relationship Between Trading Volume and Stock Prices PDF Download
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Author: Khaled El-Qidreh
Publisher:
ISBN:
Category :
Languages : en
Pages : 30
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Author: Khaled El-Qidreh
Publisher:
ISBN:
Category :
Languages : en
Pages : 30
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Book Description
Author: Mr.Charles Frederick Kramer
Publisher: International Monetary Fund
ISBN: 1451854870
Category : Business & Economics
Languages : en
Pages : 36
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Book Description
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 market with transactions costs and noise trading. The level of trading affects the rational trader’s marginal cost of transacting; as a result, trading volume is a source of risk. This engenders an equilibrium relationship between returns and volume. The model also provides a simple way to scrutinize this relationship empirically. Empirical evidence supports the implications of the model.
Author: John Y. Campbell
Publisher:
ISBN:
Category : Rate of return
Languages : en
Pages : 30
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Book Description
This paper investigates the relationship between stock market trading volume and the autocorrelations of daily stock index returns. The paper finds that stock return autocorrelations tend to decline with trading volume. The paper explains this phenomenon using a model in which risk-averse "market makers" accommodate buying or selling pressure from "liquidity" or "non-informational" traders. Changing expected stock returns reward market makers for playing this role. The model implies that a stock price decline on a high-volume day is more likely than a stock price decline on a low-volume day to be associated with an increase in the expected stock return.
Author: Hans R. Stoll
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 88
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Author: Robert Alan Weigand
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
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Author: Chooi Leng Thong
Publisher:
ISBN:
Category :
Languages : en
Pages : 126
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Book Description
Author: Katrina Avila Munichiello
Publisher: Tuttle Publishing
ISBN: 9780804848992
Category : Literary Collections
Languages : en
Pages : 256
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Book Description
A Tea Reader contains a selection of stories that cover the spectrum of life. This anthology shares the ways that tea has changed lives through personal, intimate stories. Read of deep family moments, conquered heartbreak, and peace found in the face of loss. A Tea Reader includes stories from all types of tea people: people brought up in the tea tradition, those newly discovering it, classic writings from long-ago tea lovers and those making tea a career. Together these tales create a new image of a tea drinker. They show that tea is not simply something you drink, but it also provides quiet moments for making important decisions, a catalyst for conversation, and the energy we sometimes need to operate in our lives. The stories found in A Tea Reader cover the spectrum of life, such as the development of new friendships, beginning new careers, taking dream journeys, and essentially sharing the deep moments of life with friends and families. Whether you are a tea lover or not, here you will discover stories that speak to you and inspire you. Sit down, grab a cup, and read on.
Author: John Y. Campbell
Publisher:
ISBN:
Category : Stock exchanges
Languages : en
Pages : 30
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Book Description
Author: Mona Atuea
Publisher: LAP Lambert Academic Publishing
ISBN: 9783659354571
Category :
Languages : en
Pages : 52
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Book Description
This study examined the relationship between trading volume and stock return to shed more light on the structure of the Egyptian stock exchange and the information arrival pattern, aiming to reach recommendations which may be beneficial to the stock exchange, investors and other stakeholders. The study found that there is a contemporaneous relationship between trading volume and return, besides the historical data of trading volume especially for the last five days helps improve the prediction of future return. Even though one should not only rely on trading volume to predict return as it explains a very small part of change in stock return. Also, the Egyptian stock exchange is informationally inefficient as the information arrives to the market sequentially not simultaneously and that there is much noise and speculative trading. The study recommends that the number of transactions is a better measure of trading volume in the Egyptian stock market. These results are important to the Egyptian Exchange management, investors, and technical analysts.
Author: James J. Peterschmidt
Publisher:
ISBN:
Category :
Languages : en
Pages : 148
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Book Description
