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You searched for subject:(Trading volume). Showing records 1 – 30 of 49 total matches.

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Virginia Tech

1. Edmonds, Christopher Thomas. Market Reactions To Analysts' Forecasts And Mandatory Disclosures.

Degree: PhD, Accounting and Information Systems, 2010, Virginia Tech

 This dissertation investigates the effects of changes in the accounting environment on the capital markets. Included are three manuscripts, each of which, make an important… (more)

Subjects/Keywords: IFRS; Trading Volume; Debt; Analystsâ Forecasts

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APA (6th Edition):

Edmonds, C. T. (2010). Market Reactions To Analysts' Forecasts And Mandatory Disclosures. (Doctoral Dissertation). Virginia Tech. Retrieved from http://hdl.handle.net/10919/38615

Chicago Manual of Style (16th Edition):

Edmonds, Christopher Thomas. “Market Reactions To Analysts' Forecasts And Mandatory Disclosures.” 2010. Doctoral Dissertation, Virginia Tech. Accessed December 13, 2019. http://hdl.handle.net/10919/38615.

MLA Handbook (7th Edition):

Edmonds, Christopher Thomas. “Market Reactions To Analysts' Forecasts And Mandatory Disclosures.” 2010. Web. 13 Dec 2019.

Vancouver:

Edmonds CT. Market Reactions To Analysts' Forecasts And Mandatory Disclosures. [Internet] [Doctoral dissertation]. Virginia Tech; 2010. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/10919/38615.

Council of Science Editors:

Edmonds CT. Market Reactions To Analysts' Forecasts And Mandatory Disclosures. [Doctoral Dissertation]. Virginia Tech; 2010. Available from: http://hdl.handle.net/10919/38615


Boston University

2. Li, Wei. Statistical physics approaches to complex systems.

Degree: PhD, Physics, 2013, Boston University

 This thesis utilizes statistical physics concepts and mathematical modeling to study complex systems. I investigate the emergent complexities in two systems: (i) the stock volume(more)

Subjects/Keywords: Physics; Interdependent; Networks; Percolation; Scaling; Trading volume

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APA (6th Edition):

Li, W. (2013). Statistical physics approaches to complex systems. (Doctoral Dissertation). Boston University. Retrieved from http://hdl.handle.net/2144/15162

Chicago Manual of Style (16th Edition):

Li, Wei. “Statistical physics approaches to complex systems.” 2013. Doctoral Dissertation, Boston University. Accessed December 13, 2019. http://hdl.handle.net/2144/15162.

MLA Handbook (7th Edition):

Li, Wei. “Statistical physics approaches to complex systems.” 2013. Web. 13 Dec 2019.

Vancouver:

Li W. Statistical physics approaches to complex systems. [Internet] [Doctoral dissertation]. Boston University; 2013. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/2144/15162.

Council of Science Editors:

Li W. Statistical physics approaches to complex systems. [Doctoral Dissertation]. Boston University; 2013. Available from: http://hdl.handle.net/2144/15162


University of Cincinnati

3. MA, GUOHUA. THREE ESSAYS ON TRADING VOLUME.

Degree: PhD, Business Administration : Finance, 2007, University of Cincinnati

Trading volume, a stochastic process that is closely related to returns, has received far less attention in modern finance. Because of the joint hypothesis problem… (more)

Subjects/Keywords: Business Administration, General; Trading Volume; Heterogeneous Beliefs; Disposition Effect; Informational Trading; Liquidity Trading

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APA (6th Edition):

MA, G. (2007). THREE ESSAYS ON TRADING VOLUME. (Doctoral Dissertation). University of Cincinnati. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=ucin1179254828

Chicago Manual of Style (16th Edition):

MA, GUOHUA. “THREE ESSAYS ON TRADING VOLUME.” 2007. Doctoral Dissertation, University of Cincinnati. Accessed December 13, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1179254828.

MLA Handbook (7th Edition):

MA, GUOHUA. “THREE ESSAYS ON TRADING VOLUME.” 2007. Web. 13 Dec 2019.

Vancouver:

MA G. THREE ESSAYS ON TRADING VOLUME. [Internet] [Doctoral dissertation]. University of Cincinnati; 2007. [cited 2019 Dec 13]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=ucin1179254828.

Council of Science Editors:

MA G. THREE ESSAYS ON TRADING VOLUME. [Doctoral Dissertation]. University of Cincinnati; 2007. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=ucin1179254828


Université Catholique de Louvain

4. Hladki, Corentin. Les technologies modernes rendent-elles les marchés financiers plus risqués ? Analyse empirique de la relation volatilité-volume sur le marché des actions de la zone euro.

Degree: 2015, Université Catholique de Louvain

 Depuis quelques années, l’intégration de l’informatique dans notre vie de tous les jours n’a cessé de prendre de plus en plus d’ampleur. Si bien qu’il… (more)

Subjects/Keywords: volatilité; volume; trading à haute fréquence; informatisation; actions; Eurostoxx 50; volatilité; volume; trading à haute fréquence; informatisation; actions; eurostoxx 50; risque

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APA (6th Edition):

Hladki, C. (2015). Les technologies modernes rendent-elles les marchés financiers plus risqués ? Analyse empirique de la relation volatilité-volume sur le marché des actions de la zone euro. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/thesis:2808

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hladki, Corentin. “Les technologies modernes rendent-elles les marchés financiers plus risqués ? Analyse empirique de la relation volatilité-volume sur le marché des actions de la zone euro.” 2015. Thesis, Université Catholique de Louvain. Accessed December 13, 2019. http://hdl.handle.net/2078.1/thesis:2808.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hladki, Corentin. “Les technologies modernes rendent-elles les marchés financiers plus risqués ? Analyse empirique de la relation volatilité-volume sur le marché des actions de la zone euro.” 2015. Web. 13 Dec 2019.

Vancouver:

Hladki C. Les technologies modernes rendent-elles les marchés financiers plus risqués ? Analyse empirique de la relation volatilité-volume sur le marché des actions de la zone euro. [Internet] [Thesis]. Université Catholique de Louvain; 2015. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/2078.1/thesis:2808.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hladki C. Les technologies modernes rendent-elles les marchés financiers plus risqués ? Analyse empirique de la relation volatilité-volume sur le marché des actions de la zone euro. [Thesis]. Université Catholique de Louvain; 2015. Available from: http://hdl.handle.net/2078.1/thesis:2808

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Alberta

5. Yang, Zhuolin. Algorithmic Trading: Implementing PVol in Discrete Time.

Degree: MS, Department of Mathematical and Statistical Sciences, 2013, University of Alberta

 This thesis considers PVol (Percentage of Volume) strategies, which are an often used type of algorithmic trading strategies. In a PVol strategy, the broker aims… (more)

Subjects/Keywords: Finance; Percentage Volume; Discrete Time; Algorithmic Trading; Mathematics

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APA (6th Edition):

Yang, Z. (2013). Algorithmic Trading: Implementing PVol in Discrete Time. (Masters Thesis). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/cj82k728n

Chicago Manual of Style (16th Edition):

Yang, Zhuolin. “Algorithmic Trading: Implementing PVol in Discrete Time.” 2013. Masters Thesis, University of Alberta. Accessed December 13, 2019. https://era.library.ualberta.ca/files/cj82k728n.

MLA Handbook (7th Edition):

Yang, Zhuolin. “Algorithmic Trading: Implementing PVol in Discrete Time.” 2013. Web. 13 Dec 2019.

Vancouver:

Yang Z. Algorithmic Trading: Implementing PVol in Discrete Time. [Internet] [Masters thesis]. University of Alberta; 2013. [cited 2019 Dec 13]. Available from: https://era.library.ualberta.ca/files/cj82k728n.

Council of Science Editors:

Yang Z. Algorithmic Trading: Implementing PVol in Discrete Time. [Masters Thesis]. University of Alberta; 2013. Available from: https://era.library.ualberta.ca/files/cj82k728n


Technical University of Lisbon

6. Rebelo, Paulo Tomaz. Price moving average and volume.

Degree: 2012, Technical University of Lisbon

Mestrado em Finanças

Este trabalho pretende testar uma das mais simples e populares ferramentas de análise técnica, as médias móveis, e a sua relação com… (more)

Subjects/Keywords: Média móvel; Volume; Análise Técnica; Trading; Moving Average; Technical Analysis

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APA (6th Edition):

Rebelo, P. T. (2012). Price moving average and volume. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10394

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Rebelo, Paulo Tomaz. “Price moving average and volume.” 2012. Thesis, Technical University of Lisbon. Accessed December 13, 2019. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10394.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Rebelo, Paulo Tomaz. “Price moving average and volume.” 2012. Web. 13 Dec 2019.

Vancouver:

Rebelo PT. Price moving average and volume. [Internet] [Thesis]. Technical University of Lisbon; 2012. [cited 2019 Dec 13]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10394.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Rebelo PT. Price moving average and volume. [Thesis]. Technical University of Lisbon; 2012. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10394

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

7. Chang, Ti-Yang. The Informativeness of the Limit Order Book in a Periodic Call Market.

Degree: Master, Finance, 2009, NSYSU

 Using the intraday data on the Taiwan Stock Exchange (TWSE), we address the issue of the informativeness of the limit order book in the periodic… (more)

Subjects/Keywords: Asymmetric information; Trader surplus; Trading volume; Bid-ask spread

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APA (6th Edition):

Chang, T. (2009). The Informativeness of the Limit Order Book in a Periodic Call Market. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617109-212255

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chang, Ti-Yang. “The Informativeness of the Limit Order Book in a Periodic Call Market.” 2009. Thesis, NSYSU. Accessed December 13, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617109-212255.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chang, Ti-Yang. “The Informativeness of the Limit Order Book in a Periodic Call Market.” 2009. Web. 13 Dec 2019.

Vancouver:

Chang T. The Informativeness of the Limit Order Book in a Periodic Call Market. [Internet] [Thesis]. NSYSU; 2009. [cited 2019 Dec 13]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617109-212255.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chang T. The Informativeness of the Limit Order Book in a Periodic Call Market. [Thesis]. NSYSU; 2009. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617109-212255

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

8. Hsieh, Cheng-yen. An Empirical Study on the Existence Value of Stock Index Futures :Hedging and Speculating Functions.

Degree: Master, Finance, 2012, NSYSU

 By the time of 2011, Taiwan Futures Exchange has issued 8 kinds of stock index futures. By taking a closer look at the transaction of… (more)

Subjects/Keywords: policy suggestions; existence value; speculating function; hedging function; trading volume

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APA (6th Edition):

Hsieh, C. (2012). An Empirical Study on the Existence Value of Stock Index Futures :Hedging and Speculating Functions. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0620112-021731

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hsieh, Cheng-yen. “An Empirical Study on the Existence Value of Stock Index Futures :Hedging and Speculating Functions.” 2012. Thesis, NSYSU. Accessed December 13, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0620112-021731.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hsieh, Cheng-yen. “An Empirical Study on the Existence Value of Stock Index Futures :Hedging and Speculating Functions.” 2012. Web. 13 Dec 2019.

Vancouver:

Hsieh C. An Empirical Study on the Existence Value of Stock Index Futures :Hedging and Speculating Functions. [Internet] [Thesis]. NSYSU; 2012. [cited 2019 Dec 13]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0620112-021731.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hsieh C. An Empirical Study on the Existence Value of Stock Index Futures :Hedging and Speculating Functions. [Thesis]. NSYSU; 2012. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0620112-021731

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Louisiana State University

9. Rauterkus, Stephanie Yates. The interrelations between investor beliefs, information and market liquidity.

Degree: PhD, Finance and Financial Management, 2004, Louisiana State University

 I use two datasets to test the relation between trading volume, the heterogeneity of beliefs and the heterogeneity of belief revisions. The first dataset allows… (more)

Subjects/Keywords: trading volume; liquidity; information

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APA (6th Edition):

Rauterkus, S. Y. (2004). The interrelations between investor beliefs, information and market liquidity. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-11022004-113244 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3874

Chicago Manual of Style (16th Edition):

Rauterkus, Stephanie Yates. “The interrelations between investor beliefs, information and market liquidity.” 2004. Doctoral Dissertation, Louisiana State University. Accessed December 13, 2019. etd-11022004-113244 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3874.

MLA Handbook (7th Edition):

Rauterkus, Stephanie Yates. “The interrelations between investor beliefs, information and market liquidity.” 2004. Web. 13 Dec 2019.

Vancouver:

Rauterkus SY. The interrelations between investor beliefs, information and market liquidity. [Internet] [Doctoral dissertation]. Louisiana State University; 2004. [cited 2019 Dec 13]. Available from: etd-11022004-113244 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3874.

Council of Science Editors:

Rauterkus SY. The interrelations between investor beliefs, information and market liquidity. [Doctoral Dissertation]. Louisiana State University; 2004. Available from: etd-11022004-113244 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3874


University of Southern California

10. Xiouros, Costas. Asset prices and trading in complete market economies with heterogeneous agents.

Degree: PhD, Business Administration, 2009, University of Southern California

 This thesis examines how and to what extend certain types of heterogeneity of agents in an economy with complete financial markets can explain the variation… (more)

Subjects/Keywords: financial prices; trading volume; complete markets; heterogeneous agents

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APA (6th Edition):

Xiouros, C. (2009). Asset prices and trading in complete market economies with heterogeneous agents. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/222611/rec/959

Chicago Manual of Style (16th Edition):

Xiouros, Costas. “Asset prices and trading in complete market economies with heterogeneous agents.” 2009. Doctoral Dissertation, University of Southern California. Accessed December 13, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/222611/rec/959.

MLA Handbook (7th Edition):

Xiouros, Costas. “Asset prices and trading in complete market economies with heterogeneous agents.” 2009. Web. 13 Dec 2019.

Vancouver:

Xiouros C. Asset prices and trading in complete market economies with heterogeneous agents. [Internet] [Doctoral dissertation]. University of Southern California; 2009. [cited 2019 Dec 13]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/222611/rec/959.

Council of Science Editors:

Xiouros C. Asset prices and trading in complete market economies with heterogeneous agents. [Doctoral Dissertation]. University of Southern California; 2009. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/222611/rec/959


University of Adelaide

11. Le, Thi Thanh Van. An empirical examination of informed trading in the option market.

Degree: 2012, University of Adelaide

 Despite a growing research interest in option trading and its impact on the pricing of the underlying asset, the role of options as a vehicle… (more)

Subjects/Keywords: option; informed trading; volatility; implied volatility; volume; forecast

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APA (6th Edition):

Le, T. T. V. (2012). An empirical examination of informed trading in the option market. (Thesis). University of Adelaide. Retrieved from http://hdl.handle.net/2440/78241

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Le, Thi Thanh Van. “An empirical examination of informed trading in the option market.” 2012. Thesis, University of Adelaide. Accessed December 13, 2019. http://hdl.handle.net/2440/78241.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Le, Thi Thanh Van. “An empirical examination of informed trading in the option market.” 2012. Web. 13 Dec 2019.

Vancouver:

Le TTV. An empirical examination of informed trading in the option market. [Internet] [Thesis]. University of Adelaide; 2012. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/2440/78241.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Le TTV. An empirical examination of informed trading in the option market. [Thesis]. University of Adelaide; 2012. Available from: http://hdl.handle.net/2440/78241

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of St. Andrews

12. Kambouroudis, Dimos S. Essays on volatility forecasting .

Degree: 2012, University of St. Andrews

 Stock market volatility has been an important subject in the finance literature for which now an enormous body of research exists. Volatility modelling and forecasting… (more)

Subjects/Keywords: Volatility forecasting; GARCH; Backward recursion; VaR; Riskmetrics; VIX; Trading volume

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APA (6th Edition):

Kambouroudis, D. S. (2012). Essays on volatility forecasting . (Thesis). University of St. Andrews. Retrieved from http://hdl.handle.net/10023/3191

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kambouroudis, Dimos S. “Essays on volatility forecasting .” 2012. Thesis, University of St. Andrews. Accessed December 13, 2019. http://hdl.handle.net/10023/3191.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kambouroudis, Dimos S. “Essays on volatility forecasting .” 2012. Web. 13 Dec 2019.

Vancouver:

Kambouroudis DS. Essays on volatility forecasting . [Internet] [Thesis]. University of St. Andrews; 2012. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/10023/3191.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kambouroudis DS. Essays on volatility forecasting . [Thesis]. University of St. Andrews; 2012. Available from: http://hdl.handle.net/10023/3191

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Oulu

13. Vieru, M. (Markku). Essays on investors' trading policy around interim earnings announcements in a thinly traded securities market.

Degree: 2000, University of Oulu

 Abstract This study consists introductory survey and three essays where investors' trading responses to interim earnings announcements are studied using Finnish data. The essays are… (more)

Subjects/Keywords: information asymmetry; intraday trading; public disclosures; trading volume

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APA (6th Edition):

Vieru, M. (. (2000). Essays on investors' trading policy around interim earnings announcements in a thinly traded securities market. (Doctoral Dissertation). University of Oulu. Retrieved from http://urn.fi/urn:isbn:9514257197

Chicago Manual of Style (16th Edition):

Vieru, M (Markku). “Essays on investors' trading policy around interim earnings announcements in a thinly traded securities market.” 2000. Doctoral Dissertation, University of Oulu. Accessed December 13, 2019. http://urn.fi/urn:isbn:9514257197.

MLA Handbook (7th Edition):

Vieru, M (Markku). “Essays on investors' trading policy around interim earnings announcements in a thinly traded securities market.” 2000. Web. 13 Dec 2019.

Vancouver:

Vieru M(. Essays on investors' trading policy around interim earnings announcements in a thinly traded securities market. [Internet] [Doctoral dissertation]. University of Oulu; 2000. [cited 2019 Dec 13]. Available from: http://urn.fi/urn:isbn:9514257197.

Council of Science Editors:

Vieru M(. Essays on investors' trading policy around interim earnings announcements in a thinly traded securities market. [Doctoral Dissertation]. University of Oulu; 2000. Available from: http://urn.fi/urn:isbn:9514257197


University of Edinburgh

14. Rzayev, Khaladdin. Three essays on the transformative role of technology in financial markets.

Degree: PhD, 2019, University of Edinburgh

 Financial markets are vital for capital allocation and as a consequence, for the wider economy. They perform two primary functions: liquidity and price discovery. Liquidity… (more)

Subjects/Keywords: trading volume; permanent component; transitory component; market quality; time series models; state space modelling; transmission latency; microwave connection; high-frequency trading

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APA (6th Edition):

Rzayev, K. (2019). Three essays on the transformative role of technology in financial markets. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/36237

Chicago Manual of Style (16th Edition):

Rzayev, Khaladdin. “Three essays on the transformative role of technology in financial markets.” 2019. Doctoral Dissertation, University of Edinburgh. Accessed December 13, 2019. http://hdl.handle.net/1842/36237.

MLA Handbook (7th Edition):

Rzayev, Khaladdin. “Three essays on the transformative role of technology in financial markets.” 2019. Web. 13 Dec 2019.

Vancouver:

Rzayev K. Three essays on the transformative role of technology in financial markets. [Internet] [Doctoral dissertation]. University of Edinburgh; 2019. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/1842/36237.

Council of Science Editors:

Rzayev K. Three essays on the transformative role of technology in financial markets. [Doctoral Dissertation]. University of Edinburgh; 2019. Available from: http://hdl.handle.net/1842/36237

15. Srinivasan, K. An analysis of price volatility, trading volume and market depth of futures market in India; -.

Degree: Commerce, 2012, Pondicherry University

Many associate the financial market mostly with the equity market. The financial market is, of course, far broader, encompassing bonds, foreign exchange, real estate, commodities,… (more)

Subjects/Keywords: Forecasting; Trading Volume; Open Interest; Stock Futures Returns; Volatility; Modeling; GARCH Family Models

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APA (6th Edition):

Srinivasan, K. (2012). An analysis of price volatility, trading volume and market depth of futures market in India; -. (Thesis). Pondicherry University. Retrieved from http://shodhganga.inflibnet.ac.in/handle/10603/5536

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Srinivasan, K. “An analysis of price volatility, trading volume and market depth of futures market in India; -.” 2012. Thesis, Pondicherry University. Accessed December 13, 2019. http://shodhganga.inflibnet.ac.in/handle/10603/5536.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Srinivasan, K. “An analysis of price volatility, trading volume and market depth of futures market in India; -.” 2012. Web. 13 Dec 2019.

Vancouver:

Srinivasan K. An analysis of price volatility, trading volume and market depth of futures market in India; -. [Internet] [Thesis]. Pondicherry University; 2012. [cited 2019 Dec 13]. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/5536.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Srinivasan K. An analysis of price volatility, trading volume and market depth of futures market in India; -. [Thesis]. Pondicherry University; 2012. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/5536

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Humboldt University of Berlin

16. Alavez Estevez, María de Lourdes. Statistical Analysis of Trading Volumes on the Energy Market using a Local Parametric Approach.

Degree: 2012, Humboldt University of Berlin

 International electricity trading in the European Union (EU) is the result of a liberalized energy market. Having access to inter-regional and international energy markets grants… (more)

Subjects/Keywords: Statistik; Wirtschaft; forecasting; trading volume; Multiplicative error model; local adaptive modeling; electricity load; ddc:330

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APA (6th Edition):

Alavez Estevez, M. d. L. (2012). Statistical Analysis of Trading Volumes on the Energy Market using a Local Parametric Approach. (Masters Thesis). Humboldt University of Berlin. Retrieved from http://edoc.hu-berlin.de/docviews/abstract.php?id=39678 ; http://edoc.hu-berlin.de/master/alavez-estevez-maria-de-lourdes-2012-08-31/PDF/alavez-estevez.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100205297

Chicago Manual of Style (16th Edition):

Alavez Estevez, María de Lourdes. “Statistical Analysis of Trading Volumes on the Energy Market using a Local Parametric Approach.” 2012. Masters Thesis, Humboldt University of Berlin. Accessed December 13, 2019. http://edoc.hu-berlin.de/docviews/abstract.php?id=39678 ; http://edoc.hu-berlin.de/master/alavez-estevez-maria-de-lourdes-2012-08-31/PDF/alavez-estevez.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100205297.

MLA Handbook (7th Edition):

Alavez Estevez, María de Lourdes. “Statistical Analysis of Trading Volumes on the Energy Market using a Local Parametric Approach.” 2012. Web. 13 Dec 2019.

Vancouver:

Alavez Estevez MdL. Statistical Analysis of Trading Volumes on the Energy Market using a Local Parametric Approach. [Internet] [Masters thesis]. Humboldt University of Berlin; 2012. [cited 2019 Dec 13]. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=39678 ; http://edoc.hu-berlin.de/master/alavez-estevez-maria-de-lourdes-2012-08-31/PDF/alavez-estevez.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100205297.

Council of Science Editors:

Alavez Estevez MdL. Statistical Analysis of Trading Volumes on the Energy Market using a Local Parametric Approach. [Masters Thesis]. Humboldt University of Berlin; 2012. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=39678 ; http://edoc.hu-berlin.de/master/alavez-estevez-maria-de-lourdes-2012-08-31/PDF/alavez-estevez.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100205297


NSYSU

17. Lee, Wan-ju. The impact of macroeconomic announcements on VIX futures.

Degree: Master, Finance, 2017, NSYSU

 This paper examines the impact of macroeconomic announcements on the VIX futures market by using intraday and daily data from April 2004 to August 2011.… (more)

Subjects/Keywords: market sidedness; order flow; volume; quote return; trading activity; macroeconomic announcement; VIX futures; business cycle

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lee, W. (2017). The impact of macroeconomic announcements on VIX futures. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0602116-000423

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lee, Wan-ju. “The impact of macroeconomic announcements on VIX futures.” 2017. Thesis, NSYSU. Accessed December 13, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0602116-000423.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lee, Wan-ju. “The impact of macroeconomic announcements on VIX futures.” 2017. Web. 13 Dec 2019.

Vancouver:

Lee W. The impact of macroeconomic announcements on VIX futures. [Internet] [Thesis]. NSYSU; 2017. [cited 2019 Dec 13]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0602116-000423.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lee W. The impact of macroeconomic announcements on VIX futures. [Thesis]. NSYSU; 2017. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0602116-000423

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Louisiana State University

18. Lei, Yung-Chou. The trading volume trend, investor sentiment, and stock returns.

Degree: PhD, Finance and Financial Management, 2005, Louisiana State University

 This dissertation relates the information contained in past trading volume to investor sentiment, and investigates its ability in predicting stock returns. Investor sentiment here refers… (more)

Subjects/Keywords: anomaly; market efficiency; trading volume change

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APA (6th Edition):

Lei, Y. (2005). The trading volume trend, investor sentiment, and stock returns. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-06232005-133134 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2012

Chicago Manual of Style (16th Edition):

Lei, Yung-Chou. “The trading volume trend, investor sentiment, and stock returns.” 2005. Doctoral Dissertation, Louisiana State University. Accessed December 13, 2019. etd-06232005-133134 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2012.

MLA Handbook (7th Edition):

Lei, Yung-Chou. “The trading volume trend, investor sentiment, and stock returns.” 2005. Web. 13 Dec 2019.

Vancouver:

Lei Y. The trading volume trend, investor sentiment, and stock returns. [Internet] [Doctoral dissertation]. Louisiana State University; 2005. [cited 2019 Dec 13]. Available from: etd-06232005-133134 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2012.

Council of Science Editors:

Lei Y. The trading volume trend, investor sentiment, and stock returns. [Doctoral Dissertation]. Louisiana State University; 2005. Available from: etd-06232005-133134 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2012


Uppsala University

19. Fahlman, Erik. Media Coverage and Abnormal Trading Volume.

Degree: Business Studies, 2017, Uppsala University

  In this study, we examine the media coverage effect on abnormal trading volume using two frameworks: divergence of opinion and information asymmetry. Our sample… (more)

Subjects/Keywords: media coverage; abnormal trading volume; divergence of opinion; information asymmetry; investor recognition; Business Administration; Företagsekonomi

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APA (6th Edition):

Fahlman, E. (2017). Media Coverage and Abnormal Trading Volume. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-324709

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Fahlman, Erik. “Media Coverage and Abnormal Trading Volume.” 2017. Thesis, Uppsala University. Accessed December 13, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-324709.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Fahlman, Erik. “Media Coverage and Abnormal Trading Volume.” 2017. Web. 13 Dec 2019.

Vancouver:

Fahlman E. Media Coverage and Abnormal Trading Volume. [Internet] [Thesis]. Uppsala University; 2017. [cited 2019 Dec 13]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-324709.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Fahlman E. Media Coverage and Abnormal Trading Volume. [Thesis]. Uppsala University; 2017. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-324709

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Kansas State University

20. Alhaj-Yaseen, Yaseen Salah. Three essays on financial economics.

Degree: PhD, Department of Economics, 2010, Kansas State University

 For a unique sample of Israeli stocks that went public in the U.S. and then cross-listed in the home market, Tel Aviv Stock Exchange (TASE),… (more)

Subjects/Keywords: Cross Listing; International Listing; Return Spillover; Trading Volume; Information Flow; International Delisting; Economics, Finance (0508)

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APA (6th Edition):

Alhaj-Yaseen, Y. S. (2010). Three essays on financial economics. (Doctoral Dissertation). Kansas State University. Retrieved from http://hdl.handle.net/2097/4484

Chicago Manual of Style (16th Edition):

Alhaj-Yaseen, Yaseen Salah. “Three essays on financial economics.” 2010. Doctoral Dissertation, Kansas State University. Accessed December 13, 2019. http://hdl.handle.net/2097/4484.

MLA Handbook (7th Edition):

Alhaj-Yaseen, Yaseen Salah. “Three essays on financial economics.” 2010. Web. 13 Dec 2019.

Vancouver:

Alhaj-Yaseen YS. Three essays on financial economics. [Internet] [Doctoral dissertation]. Kansas State University; 2010. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/2097/4484.

Council of Science Editors:

Alhaj-Yaseen YS. Three essays on financial economics. [Doctoral Dissertation]. Kansas State University; 2010. Available from: http://hdl.handle.net/2097/4484


Arizona State University

21. Alostad, Hana. Directional Prediction of Stock Prices using Breaking News on Twitter.

Degree: Computer Science, 2016, Arizona State University

 Stock market news and investing tips are popular topics in Twitter. In this dissertation, first I utilize a 5-year financial news corpus comprising over 50,000… (more)

Subjects/Keywords: Computer science; breaking news mining; stock prediction; stock trading systems; Twitter analysis; Twitter volume spike

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Alostad, H. (2016). Directional Prediction of Stock Prices using Breaking News on Twitter. (Doctoral Dissertation). Arizona State University. Retrieved from http://repository.asu.edu/items/39414

Chicago Manual of Style (16th Edition):

Alostad, Hana. “Directional Prediction of Stock Prices using Breaking News on Twitter.” 2016. Doctoral Dissertation, Arizona State University. Accessed December 13, 2019. http://repository.asu.edu/items/39414.

MLA Handbook (7th Edition):

Alostad, Hana. “Directional Prediction of Stock Prices using Breaking News on Twitter.” 2016. Web. 13 Dec 2019.

Vancouver:

Alostad H. Directional Prediction of Stock Prices using Breaking News on Twitter. [Internet] [Doctoral dissertation]. Arizona State University; 2016. [cited 2019 Dec 13]. Available from: http://repository.asu.edu/items/39414.

Council of Science Editors:

Alostad H. Directional Prediction of Stock Prices using Breaking News on Twitter. [Doctoral Dissertation]. Arizona State University; 2016. Available from: http://repository.asu.edu/items/39414

22. Δασίλας, Απόστολος. Ανάλυση της μερισματικής πολιτικής των εταιρειών του χρηματιστηρίου Αθηνών: οι περιπτώσεις της αποκοπής και της ανακοίνωσης διανομής μερίσματος.

Degree: 2009, University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών

 Η παρούσα μελέτη ασχολείται με δύο ζητήματα που αφορούν στη μερισματική πολιτική των εισηγμένων εταιριών του Χ.Α. Την επίδραση της ημέρας αποκοπής του δικαιώματος λήψης… (more)

Subjects/Keywords: Μερίσματα; Αποκοπή; Ανακοίνωση μερίσματος; Χρηματιστήριο Αθηνών; Βραχυπρόθεσμες συναλλαγές; Αποδόσεις; Όγκος συναλλαγών; Κίνδυνοι; Dividends; Ex-dividend day; Dividend announcements; Athens Stock Exchange; Short-term trading; Returns; Trading volume; Risks

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Δασίλας, . . (2009). Ανάλυση της μερισματικής πολιτικής των εταιρειών του χρηματιστηρίου Αθηνών: οι περιπτώσεις της αποκοπής και της ανακοίνωσης διανομής μερίσματος. (Thesis). University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών. Retrieved from http://hdl.handle.net/10442/hedi/26930

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Δασίλας, Απόστολος. “Ανάλυση της μερισματικής πολιτικής των εταιρειών του χρηματιστηρίου Αθηνών: οι περιπτώσεις της αποκοπής και της ανακοίνωσης διανομής μερίσματος.” 2009. Thesis, University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών. Accessed December 13, 2019. http://hdl.handle.net/10442/hedi/26930.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Δασίλας, Απόστολος. “Ανάλυση της μερισματικής πολιτικής των εταιρειών του χρηματιστηρίου Αθηνών: οι περιπτώσεις της αποκοπής και της ανακοίνωσης διανομής μερίσματος.” 2009. Web. 13 Dec 2019.

Vancouver:

Δασίλας . Ανάλυση της μερισματικής πολιτικής των εταιρειών του χρηματιστηρίου Αθηνών: οι περιπτώσεις της αποκοπής και της ανακοίνωσης διανομής μερίσματος. [Internet] [Thesis]. University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών; 2009. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/10442/hedi/26930.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Δασίλας . Ανάλυση της μερισματικής πολιτικής των εταιρειών του χρηματιστηρίου Αθηνών: οι περιπτώσεις της αποκοπής και της ανακοίνωσης διανομής μερίσματος. [Thesis]. University of Macedonia Economic and Social Sciences; Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών; 2009. Available from: http://hdl.handle.net/10442/hedi/26930

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Jönköping University

23. Fransson, Abbe. Reverse Stock Splits : An Empirical Approach to the Signaling and Trading Range Hypotheses on Swedish Stocks Subject to Reverse Split between 1995 and 2004.

Degree: Economics, 2005, Jönköping University

Den här uppsatsen behandlar företag som är listade på Stockholmsbörsen som gjorde omvänd split mellan 1995 och 2004. Företagen är testade för abnormal avkastning… (more)

Subjects/Keywords: Reverse split; bid-ask spread; trading volume; non-trading days; liquidity; Economics; Nationalekonomi

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Fransson, A. (2005). Reverse Stock Splits : An Empirical Approach to the Signaling and Trading Range Hypotheses on Swedish Stocks Subject to Reverse Split between 1995 and 2004. (Thesis). Jönköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-268

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Fransson, Abbe. “Reverse Stock Splits : An Empirical Approach to the Signaling and Trading Range Hypotheses on Swedish Stocks Subject to Reverse Split between 1995 and 2004.” 2005. Thesis, Jönköping University. Accessed December 13, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-268.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Fransson, Abbe. “Reverse Stock Splits : An Empirical Approach to the Signaling and Trading Range Hypotheses on Swedish Stocks Subject to Reverse Split between 1995 and 2004.” 2005. Web. 13 Dec 2019.

Vancouver:

Fransson A. Reverse Stock Splits : An Empirical Approach to the Signaling and Trading Range Hypotheses on Swedish Stocks Subject to Reverse Split between 1995 and 2004. [Internet] [Thesis]. Jönköping University; 2005. [cited 2019 Dec 13]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-268.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Fransson A. Reverse Stock Splits : An Empirical Approach to the Signaling and Trading Range Hypotheses on Swedish Stocks Subject to Reverse Split between 1995 and 2004. [Thesis]. Jönköping University; 2005. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-268

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Brunel University

24. Seerattan, Dave Arnold. The effectiveness of central bank interventions in the foreign exchange market.

Degree: PhD, 2012, Brunel University

 The global foreign exchange market is the largest financial market with turnover in this market often outstripping the GDP of countries in which they are… (more)

Subjects/Keywords: 332.4; Non-linear time series dynamics; Multivariate garch; Markov switching models; Market microstructure; Trading volume in financial markets

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APA (6th Edition):

Seerattan, D. A. (2012). The effectiveness of central bank interventions in the foreign exchange market. (Doctoral Dissertation). Brunel University. Retrieved from http://bura.brunel.ac.uk/handle/2438/7361 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.569676

Chicago Manual of Style (16th Edition):

Seerattan, Dave Arnold. “The effectiveness of central bank interventions in the foreign exchange market.” 2012. Doctoral Dissertation, Brunel University. Accessed December 13, 2019. http://bura.brunel.ac.uk/handle/2438/7361 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.569676.

MLA Handbook (7th Edition):

Seerattan, Dave Arnold. “The effectiveness of central bank interventions in the foreign exchange market.” 2012. Web. 13 Dec 2019.

Vancouver:

Seerattan DA. The effectiveness of central bank interventions in the foreign exchange market. [Internet] [Doctoral dissertation]. Brunel University; 2012. [cited 2019 Dec 13]. Available from: http://bura.brunel.ac.uk/handle/2438/7361 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.569676.

Council of Science Editors:

Seerattan DA. The effectiveness of central bank interventions in the foreign exchange market. [Doctoral Dissertation]. Brunel University; 2012. Available from: http://bura.brunel.ac.uk/handle/2438/7361 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.569676


Massey University

25. Chi, Wei. Trading volume and information asymmetry surrounding scheduled and unscheduled announcements : a thesis submitted in partial fulfillment of the requirements for the degree of Master of Finance, Massey University, Februrary 2009 .

Degree: 2009, Massey University

 This thesis investigates abnormal trading volume around scheduled and unscheduled announcements. The research is an extension of Chae (2005), Journal of Finance, Vol 60, which… (more)

Subjects/Keywords: Effect of announcements on trading volume; Australian stock market

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APA (6th Edition):

Chi, W. (2009). Trading volume and information asymmetry surrounding scheduled and unscheduled announcements : a thesis submitted in partial fulfillment of the requirements for the degree of Master of Finance, Massey University, Februrary 2009 . (Thesis). Massey University. Retrieved from http://hdl.handle.net/10179/1032

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chi, Wei. “Trading volume and information asymmetry surrounding scheduled and unscheduled announcements : a thesis submitted in partial fulfillment of the requirements for the degree of Master of Finance, Massey University, Februrary 2009 .” 2009. Thesis, Massey University. Accessed December 13, 2019. http://hdl.handle.net/10179/1032.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chi, Wei. “Trading volume and information asymmetry surrounding scheduled and unscheduled announcements : a thesis submitted in partial fulfillment of the requirements for the degree of Master of Finance, Massey University, Februrary 2009 .” 2009. Web. 13 Dec 2019.

Vancouver:

Chi W. Trading volume and information asymmetry surrounding scheduled and unscheduled announcements : a thesis submitted in partial fulfillment of the requirements for the degree of Master of Finance, Massey University, Februrary 2009 . [Internet] [Thesis]. Massey University; 2009. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/10179/1032.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chi W. Trading volume and information asymmetry surrounding scheduled and unscheduled announcements : a thesis submitted in partial fulfillment of the requirements for the degree of Master of Finance, Massey University, Februrary 2009 . [Thesis]. Massey University; 2009. Available from: http://hdl.handle.net/10179/1032

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

26. Hasan, Md Kamrul. The impact of the introduction of index options on volatility and liquidity on the underlying stocks : Empirical evidence from the Asian stock markets.

Degree: Umeå School of Business, 2011, Umeå University

  The impact of the introduction of derivatives on the underlying stock is a debatable topic among the researchers. The issue is quite controversial as… (more)

Subjects/Keywords: Derivatives; Volatility; Liquidity; Index Options; Intraday return; Trading volume; Conditional volatility; Stock return volatility; Impacts; Underlying stocks; Business studies; Företagsekonomi

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APA (6th Edition):

Hasan, M. K. (2011). The impact of the introduction of index options on volatility and liquidity on the underlying stocks : Empirical evidence from the Asian stock markets. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-45554

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hasan, Md Kamrul. “The impact of the introduction of index options on volatility and liquidity on the underlying stocks : Empirical evidence from the Asian stock markets.” 2011. Thesis, Umeå University. Accessed December 13, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-45554.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hasan, Md Kamrul. “The impact of the introduction of index options on volatility and liquidity on the underlying stocks : Empirical evidence from the Asian stock markets.” 2011. Web. 13 Dec 2019.

Vancouver:

Hasan MK. The impact of the introduction of index options on volatility and liquidity on the underlying stocks : Empirical evidence from the Asian stock markets. [Internet] [Thesis]. Umeå University; 2011. [cited 2019 Dec 13]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-45554.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hasan MK. The impact of the introduction of index options on volatility and liquidity on the underlying stocks : Empirical evidence from the Asian stock markets. [Thesis]. Umeå University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-45554

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Mahatma Gandhi University

27. Ramachandran, Remya. Effect of corporate information release and its context on price and volume of shares;.

Degree: Commerce, 2014, Mahatma Gandhi University

newline

Bibliography p. i-xx

Advisors/Committee Members: Mathew, Tomy.

Subjects/Keywords: Corporate information; Share price; Stock market; Trading volume; Volume of share

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APA (6th Edition):

Ramachandran, R. (2014). Effect of corporate information release and its context on price and volume of shares;. (Thesis). Mahatma Gandhi University. Retrieved from http://shodhganga.inflibnet.ac.in/handle/10603/19583

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ramachandran, Remya. “Effect of corporate information release and its context on price and volume of shares;.” 2014. Thesis, Mahatma Gandhi University. Accessed December 13, 2019. http://shodhganga.inflibnet.ac.in/handle/10603/19583.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ramachandran, Remya. “Effect of corporate information release and its context on price and volume of shares;.” 2014. Web. 13 Dec 2019.

Vancouver:

Ramachandran R. Effect of corporate information release and its context on price and volume of shares;. [Internet] [Thesis]. Mahatma Gandhi University; 2014. [cited 2019 Dec 13]. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/19583.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ramachandran R. Effect of corporate information release and its context on price and volume of shares;. [Thesis]. Mahatma Gandhi University; 2014. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/19583

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

28. Pénasse, Julien. Prix des actifs et actifs sans prix : Asset Prices and Priceless Assets.

Degree: Docteur es, Sciences économiques - EM2C, 2014, Cergy-Pontoise

Cette thèse étudie plusieurs aspects de la dynamique du rendement des actifs. Les trois premiers chapitres ont pour objet la formation des prix sur le… (more)

Subjects/Keywords: Prévisibilité des rendements; Allocation d'actifs; Bulles; Volume; Sentiment; Marché de l'art; Return predictability; Asset allocation; Bubbles; Trading volume; Market sentiment; Art market

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Pénasse, J. (2014). Prix des actifs et actifs sans prix : Asset Prices and Priceless Assets. (Doctoral Dissertation). Cergy-Pontoise. Retrieved from http://www.theses.fr/2014CERG0715

Chicago Manual of Style (16th Edition):

Pénasse, Julien. “Prix des actifs et actifs sans prix : Asset Prices and Priceless Assets.” 2014. Doctoral Dissertation, Cergy-Pontoise. Accessed December 13, 2019. http://www.theses.fr/2014CERG0715.

MLA Handbook (7th Edition):

Pénasse, Julien. “Prix des actifs et actifs sans prix : Asset Prices and Priceless Assets.” 2014. Web. 13 Dec 2019.

Vancouver:

Pénasse J. Prix des actifs et actifs sans prix : Asset Prices and Priceless Assets. [Internet] [Doctoral dissertation]. Cergy-Pontoise; 2014. [cited 2019 Dec 13]. Available from: http://www.theses.fr/2014CERG0715.

Council of Science Editors:

Pénasse J. Prix des actifs et actifs sans prix : Asset Prices and Priceless Assets. [Doctoral Dissertation]. Cergy-Pontoise; 2014. Available from: http://www.theses.fr/2014CERG0715

29. Lespagnol, Vivien. Information diffusion in financial markets : an agent-based approach to test the fundamental value discovery in different market structures : P2P, a peer to peer intervention to prevent smoking among vocational high school students : what role for the Theory of Planned Behavior in the maintenance of health behaviors ?.

Degree: Docteur es, Sciences économiques, 2016, Aix Marseille Université

L’objectif des travaux présentés dans cette thèse est d’étudier la diffusion de l’information dans les marchés financiers. Considérant comme établi que les individus sont hétérogènes… (more)

Subjects/Keywords: Modélisation agent; Microstructure de marché; Valeur fondamentale; Volume d'échange; Efficience de marché; Diffusion de l'information; Réseau; Agent-Based modelling; Market microstructure; Fundamental value; Trading volume; Efficient market; Information diffusion; Network

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lespagnol, V. (2016). Information diffusion in financial markets : an agent-based approach to test the fundamental value discovery in different market structures : P2P, a peer to peer intervention to prevent smoking among vocational high school students : what role for the Theory of Planned Behavior in the maintenance of health behaviors ?. (Doctoral Dissertation). Aix Marseille Université. Retrieved from http://www.theses.fr/2016AIXM2012

Chicago Manual of Style (16th Edition):

Lespagnol, Vivien. “Information diffusion in financial markets : an agent-based approach to test the fundamental value discovery in different market structures : P2P, a peer to peer intervention to prevent smoking among vocational high school students : what role for the Theory of Planned Behavior in the maintenance of health behaviors ?.” 2016. Doctoral Dissertation, Aix Marseille Université. Accessed December 13, 2019. http://www.theses.fr/2016AIXM2012.

MLA Handbook (7th Edition):

Lespagnol, Vivien. “Information diffusion in financial markets : an agent-based approach to test the fundamental value discovery in different market structures : P2P, a peer to peer intervention to prevent smoking among vocational high school students : what role for the Theory of Planned Behavior in the maintenance of health behaviors ?.” 2016. Web. 13 Dec 2019.

Vancouver:

Lespagnol V. Information diffusion in financial markets : an agent-based approach to test the fundamental value discovery in different market structures : P2P, a peer to peer intervention to prevent smoking among vocational high school students : what role for the Theory of Planned Behavior in the maintenance of health behaviors ?. [Internet] [Doctoral dissertation]. Aix Marseille Université 2016. [cited 2019 Dec 13]. Available from: http://www.theses.fr/2016AIXM2012.

Council of Science Editors:

Lespagnol V. Information diffusion in financial markets : an agent-based approach to test the fundamental value discovery in different market structures : P2P, a peer to peer intervention to prevent smoking among vocational high school students : what role for the Theory of Planned Behavior in the maintenance of health behaviors ?. [Doctoral Dissertation]. Aix Marseille Université 2016. Available from: http://www.theses.fr/2016AIXM2012


University of Sydney

30. Hill, Amelia Mary. Three Essays on the Impact of Electronic Screen Trading in Futures Markets .

Degree: 2001, University of Sydney

 This dissertation consists of 3 essays that examine the impact of electronic screen trading in futures markets. The research provides empirical evidence on increasingly significant… (more)

Subjects/Keywords: market microstructure; futures markets; electronic screen trading; computerised trading; bid-ask spreads; price volatility; trading volume

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Hill, A. M. (2001). Three Essays on the Impact of Electronic Screen Trading in Futures Markets . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/588

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hill, Amelia Mary. “Three Essays on the Impact of Electronic Screen Trading in Futures Markets .” 2001. Thesis, University of Sydney. Accessed December 13, 2019. http://hdl.handle.net/2123/588.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hill, Amelia Mary. “Three Essays on the Impact of Electronic Screen Trading in Futures Markets .” 2001. Web. 13 Dec 2019.

Vancouver:

Hill AM. Three Essays on the Impact of Electronic Screen Trading in Futures Markets . [Internet] [Thesis]. University of Sydney; 2001. [cited 2019 Dec 13]. Available from: http://hdl.handle.net/2123/588.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hill AM. Three Essays on the Impact of Electronic Screen Trading in Futures Markets . [Thesis]. University of Sydney; 2001. Available from: http://hdl.handle.net/2123/588

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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