Examining drivers of trading volume in European markets-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Examining drivers of trading volume in European markets

Published:2018-02-01 Issue:2 Volume:23 Page:134-154
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Batrinca Bogdan¹^ORCID,Hesse Christian W.¹^ORCID,Treleaven Philip C.¹^ORCID

Affiliation:

1. Department of Computer Science; University College London; Gower Street London WC1E 6BT UK

Funder

Engineering and Physical Sciences Research Council (EPSRC) UK

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference42 articles.

1. The individual investor and the weekend effect;Abraham;The Journal of Financial and Quantitative Analysis,1994

2. Modelling asymmetry in the price-volume relation: Evidence from nine stock markets;Al-Deehani;Investment Management and Financial Innovations,2007

3. Short interest and the asymmetry of the price-volume relationship in the Canadian stock market;Assogbavi;Journal of Banking & Finance,1995

4. Equity valuation process and price-volume relationship on emerging markets;Assogbavi;International Business & Economics Research Journal,2006

5. The information content of annual earnings announcements;Beaver;Journal of Accounting Research,1968

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Trading Volume Concentration across S&P 500 Index Constituents—A Gini-Based Analysis and Concentration-Driven (Daily Rebalanced) Portfolio Performance Evaluation: Is Chasing Concentration Profitable?;Journal of Risk and Financial Management;2024-07-26

2. Causal decomposition on multiple time scales: Evidence from stock price-volume time series;Chaos, Solitons & Fractals;2022-06

3. Liquidity, time‐varying betas and anomalies: Is the high trading activity enhancing the validity of the CAPM in the UK equity market?;International Journal of Finance & Economics;2020-09-02

4. Monday mornings: Individual investor trading on days of the week and times within a day;Journal of Behavioral and Experimental Finance;2019-06

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3