Effects of The Japan Disaster 2011 on the Stock Return and Trading Volume in Indonesia Stock Exchange
نویسندگان
چکیده
منابع مشابه
survey the asymmetric correlation between stock return, trading volume and volatility of tehran stock exchange market (dcc-garch approach)
in this research the asymmetric and non-linear correlation between the market returns and trading volume variables has modeled with the dcc-garch approach; and the impacts of market shocks, weekend and calendar effects on the market returns and trading volume are surveyed. the estimation results of parameters of the model by the maximum likelihood method show that previous day’s market return h...
متن کاملthe effects of changing roughness on the flow structure in the bends
flow in natural river bends is a complex and turbulent phenomenon which affects the scour and sedimentations and causes an irregular bed topography on the bed. for the reason, the flow hydralics and the parameters which affect the flow to be studied and understand. in this study the effect of bed and wall roughness using the software fluent discussed in a sharp 90-degree flume bend with 40.3cm ...
A Bayesian analysis of stock return volatility and trading volume
The relationship between stock return volatility and trading volume is analysed by using the modified mixture model (MMM) framework proposed by Andersen (1996). This theory postulates that price changes and volumes are driven by a common latent information process, which is commonly interpreted as the volatility. Using GMM estimation Andersen finds that the persistence in this latent process fa...
متن کاملthe effect of change in price limit on stock market volatility and trading volume -evidence from tehran stock exchange (tse)
0
متن کاملInvestigating the effect of volume shock on abnormal stock returns of companies listed on the Tehran Stock Exchange
The aim of this study was to investigate the effect of volume shock on abnormal stock returns. In terms of research method, this research is in the category of descriptive-correlational research and in terms of research purpose, it is in the category of applied research. The statistical population in this study is all companies listed on the stock exchange that 120 companies were selected as a ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Al Tijarah
سال: 2015
ISSN: 2528-2948,2460-4089
DOI: 10.21111/tijarah.v1i1.377