Trading volume

This research aims to evaluate the impact of CW issuance on the price and liquidity (measured by trading volume and bid-ask spread) of underlying stocks on the Vietnamese stock market. The study employs the event study methodology and Wilcoxon test to examine whether abnormal returns, trading volume, and bid-ask spreads change after CW issuance.

14p viwalton 02-07-2024 3 1   Download

This paper explores the spillover effect and trading volume of Financial, Technology, and FinTech Exchange Traded Funds (ETFs) by using ARMA-GARCH model. The study finds significant interconnectedness and interdependencies between these ETF sectors and the stock market index, indicating the transmission of shocks and volatility. Market fluctuations plays a crucial role in influencing the ETF sectors, with negative shocks impacting volatility more prominently.

21p dathienlang1012 03-05-2024 0 0   Download

This paper focuses on the customers’ commitment and behaviour towards an effective of ‘drop trailer method’ (DTM) in haulage industry. There was limited study in customers’ commitment and behaviour on the efficiency of DTM. The study on DTM was due to the increasing volumes of international trade using haulage transport and trailers which led to rapid growth of container volumes at Malaysian ports. The maximum usage of trailers are needed to cater the growth of containers’ movements at present.

7p longtimenosee09 08-04-2024 3 1   Download

The study "Retail trade as an agenda-setting factor for the strategic management of supply chains" discusses the impact of effective supply chain management on retail volumes. The features of the logistics development in the Russian Federation are considered. The dependence of the volume of retail commodities (including food products) of the Russian Federation over the past few years on the Logistics Performance Index (LPI) has been presented, and the data obtained have been compared with the survey data on the impact of logistics efficiency on consumer choice.

8p longtimenosee07 29-03-2024 7 2   Download

Continued part 1, part 2 of ebook "Advances in quantitative analysis of finance and accounting (New series) - Volume 2" provides readers with contents including: intraday trading of island (as reported to the cincinnati stock exchange) and NASDAQ; the impact of the introduction of index securities on the underlying stocks - the case of the diamonds and the dow 30; hedging with foreign-listed single stock futures; asset pricing with higher moments - empirical evidence from the Taiwan stock market; CFA designation, geographical location and analyst performance;...

132p mocthanhdao0210 19-11-2023 6 4   Download

The article studies the problem of forecasting the closing price of a stock based on historical data of a previous day. The paper uses and compares algorithms based on deep learning such as LSTM, BiLSTM, and CNN. The dataset includes data on price, trading volume and some technical indicators related to VCB, MSN, and HPG shares. The results show that CNN performs better for predicting the next day’s closing price than the other architectures.

11p visystrom 22-11-2023 8 4   Download

Part 1 of ebook "Handbook of international economics (Volume 4)" provides readers with contents including: Chapter 1 - Heterogeneous firms and trade; Chapter 2 - Multinational firms and the structure of international trade; Chapter 3 - Gravity equations, workhorse,toolkit, and cookbook; Chapter 4 - Trade theory with numbers, quantifying the consequences of globalization; Chapter 5 - Domestic institutions as a source of comparative advantage;...

341p dangsovu 20-10-2023 10 5   Download

Continued part 1, part 2 of ebook "Handbook of international economics (Volume 4)" provides readers with contents including: Chapter 6 - International trade agreements; Chapter 7 - International prices and exchange rates; Chapter 8 - Exchange rates and interest parity; Chapter 9 - Assessing international efficiency; Chapter 10 - External adjustment, global imbalances, valuation effects; Chapter 11 - Sovereign debt; Chapter 12 - International financial crises;...

432p dangsovu 20-10-2023 5 4   Download

The study investigates the relationship between liquidity and returns on a stock exchange in a frontier market. The paper applies three asset pricing models, including Capital Asset Pricing Model (CAPM), the Fama-French three-factor model, liquidity-augmented three-factor model. To measure the liquidity in the study, five measures: quoted spread, trading volume, trading value, Amihud measure, and turnover ratio were applied.

16p viberkshire 09-08-2023 6 5   Download

Continued part 1, part 2 of ebook "Surveys of economic theory (Volume II: Growth and development)" provide readers with content about: comparative advantage and development policy; the pure theory of international trade - a survey; regional economics - a survey; marginal productivity criteria; investment criteria and comparative advantage; comparative advantage and balance in development programs; procedures emphasizing comparative advantage;...

147p damtuyetha 16-02-2023 6 2   Download

Lecture Management accounting - Chapter 9: Differential analysis. This lecture will cover the following: identifying relevant cost and benefit; the application of analyzing relevant cost and benefit; special order decisions; volume trade-off decisions;... Please refer to content of this lecture!

9p diepvunhi 17-01-2023 11 2   Download

This paper aims to study the relationship between foreign investors’ investment decision and the stock market via their volume trading for firms listed in Vietnam stock market from 2007 to 2011. The main findings are summarized as follows.

6p vijaguar 16-11-2022 13 3   Download

This report focuses on derivatives trading activity in 2019, and covers responses from 41 exchanges/exchange groups (some of which represent more than one trading venue). The figures presented in this report cover a full set of indicators: the number of contracts traded (also referred to as volume traded or volumes); the notional value traded; the open interest as at year end

53p dagngocthanh 20-11-2022 60 3   Download

This paper empirically investigates the impact of trading activity including trading volume and open interest on price volatility in Asian futures exchanges. Trading volume and open interest represent market information for investors.

6p guernsey 28-12-2021 34 0   Download

This study compares the price predictions of the Vanguard real estate exchangetraded fund (ETF) (VNQ) using the back propagation neural network (BPNN) and autoregressive integrated moving average (ARIMA) models. The input variables for BPNN include the past 3-day closing prices, daily trading volume, MA5, MA20, the S&P 500 index, the United States (US) dollar index, volatility index, 5-year treasury yields, and 10-year treasury yields. In addition, variable reduction is based on multiple linear regression (MLR).

16p mynguyenha 21-07-2021 18 1   Download

This paper aims to analyze the market reactions on corporate actions in the form of split-up, reverse split, right issue, and mergers and acquisitions in growing and non-growing energy consuming companies in Indonesia. The market reaction is analyzed based on stock price, trading volume, and abnormal returns movements using paired sample t-tests from the results of the event study for 5 days before and after corporate actions in the form of split-up, reverse split, right issue, and mergers and acquisitions.

6p caygaocaolon11 18-04-2021 17 2   Download

"Ebook A complete guide to volume price analysis" presnet there’s nothing new in trading; why volume; the right price; volume price analysis - first principles; volume price analysis - building the picture; volume price analysis - the next level; support and resistance explained; volume price analysis examples; putting it all together...

123p sachcongnghesinhhoc 14-03-2021 35 6   Download

Indonesia as a rich country with its natural resources to be one of the countries in the world to play an active role in increasing international trade flows. One of the energy which is very beneficial to human life is a natural gas. The use of this energy will meet to household needs and another important needs for industry. The data presented is a secondary data in the form of time series for 22 years, a period 1995-2017. The variables of this study are domestic consumption, exchange rate, international price, and GDP per capita of the importing country.

6p nguaconbaynhay10 22-02-2021 8 1   Download

Stock market is an important capital mobilization channel for economy. However, the market has potential loss due to fluctuations of stock prices to reflect uncertain events such as political news, supply and demand of daily trading volume. There are many approaches to reduce risk such as portfolio construction and optimization, hedging strategies.

16p trinhthamhodang9 04-12-2020 15 1   Download

Therefore, today, seaborne trade is the main method of foreign trade in Vietnam and the world. In recent years, the volume of seaborne trade in Vietnam has increased significantly in terms of both exports and imports. Among the three main categories of seaborne trade, dry bulk and containerized goods both accounted for large proportions and had impressive growth. Liquid bulk has the lowest proportion in seaborne trade, liquid products for export have fallen sharply in recent years while liquid products imports have tended to increase.

6p kethamoi9 02-12-2020 14 1   Download