FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1569553705> ?p ?o ?g. }

• W1569553705 abstract "The purpose of this paper is to study the relationship between trading volume and unconditional price volatility on the Tunisian Stock Market in order to provide an empirical support to either the hypothesis of the strategic asymmetric information models or the hypothesis of competitive asymmetric information Models. More specifically, it aims to test the volume-volatility relationship and identify the component of trading volume (number of transactions or trade size) that explains more price volatility and drives this relationship. Our empirical tests are based on daily and intraday data related to the 43 most active and dynamic listed stocks on the Tunisian Stock Market from 02 January 2008 to 29 June 2012 for the daily analysis and from 03 October 2011 to 28 September 2012 for the intraday data. Our empirical analysis reveals several results. First, we confirm the strong positive contemporaneous relationship between trading volume and unconditional price volatility similarly to the Mixture of Distribution Hypothesis (MDH). Second, we show that whatever the frequency of used data, daily or intraday, the number of transactions is much more significant than the trade size in the explanation of the volatility and seems to be the dominant factor that drives the positive volume-volatility relationship. Third, we find that trade size has no explanatory power of the volatility beyond that the number of transactions and the positivity of the volume-volatility relationship reflects simply the positive relationship between number of transactions and volatility. Overall, our empirical results support the hypothesis of the strategic models and challenge the hypothesis of competitive models." @default.
• W1569553705 created "2016-06-24" @default.
• W1569553705 creator A5009551599 @default.
• W1569553705 creator A5037031029 @default.
• W1569553705 creator A5041745268 @default.
• W1569553705 date "2015-05-25" @default.
• W1569553705 modified "2023-10-18" @default.
• W1569553705 title "Number of Transactions, Trade Size and the Volume-Volatility Relationship: An Interday and Intraday Analysis on the Tunisian Stock Market" @default.
• W1569553705 cites W1547280275 @default.
• W1569553705 cites W1584819858 @default.
• W1569553705 cites W1587068772 @default.
• W1569553705 cites W1963787328 @default.
• W1569553705 cites W1975527585 @default.
• W1569553705 cites W1976913929 @default.
• W1569553705 cites W1979986072 @default.
• W1569553705 cites W2004914617 @default.
• W1569553705 cites W2009433331 @default.
• W1569553705 cites W2010864067 @default.
• W1569553705 cites W2027874509 @default.
• W1569553705 cites W2031082732 @default.
• W1569553705 cites W2031796872 @default.
• W1569553705 cites W2033815796 @default.
• W1569553705 cites W2038295726 @default.
• W1569553705 cites W2039128645 @default.
• W1569553705 cites W2049801550 @default.
• W1569553705 cites W2067976363 @default.
• W1569553705 cites W2070183754 @default.
• W1569553705 cites W2071437889 @default.
• W1569553705 cites W2075573520 @default.
• W1569553705 cites W2078837159 @default.
• W1569553705 cites W2081353638 @default.
• W1569553705 cites W2090511230 @default.
• W1569553705 cites W2095911786 @default.
• W1569553705 cites W2100187609 @default.
• W1569553705 cites W2107459714 @default.
• W1569553705 cites W2110348891 @default.
• W1569553705 cites W2122733781 @default.
• W1569553705 cites W2123233612 @default.
• W1569553705 cites W2129988004 @default.
• W1569553705 cites W2153146814 @default.
• W1569553705 cites W2157403008 @default.
• W1569553705 cites W2157495061 @default.
• W1569553705 cites W2289863688 @default.
• W1569553705 cites W2766052445 @default.
• W1569553705 cites W3121374663 @default.
• W1569553705 cites W3121526400 @default.
• W1569553705 cites W3121835406 @default.
• W1569553705 cites W3124999895 @default.
• W1569553705 cites W2290958612 @default.
• W1569553705 doi "https://doi.org/10.5539/ibr.v8n6p135" @default.
• W1569553705 hasPublicationYear "2015" @default.
• W1569553705 type Work @default.
• W1569553705 sameAs 1569553705 @default.
• W1569553705 citedByCount "8" @default.
• W1569553705 countsByYear W15695537052016 @default.
• W1569553705 countsByYear W15695537052017 @default.
• W1569553705 countsByYear W15695537052019 @default.
• W1569553705 countsByYear W15695537052020 @default.
• W1569553705 countsByYear W15695537052021 @default.
• W1569553705 countsByYear W15695537052023 @default.
• W1569553705 crossrefType "journal-article" @default.
• W1569553705 hasAuthorship W1569553705A5009551599 @default.
• W1569553705 hasAuthorship W1569553705A5037031029 @default.
• W1569553705 hasAuthorship W1569553705A5041745268 @default.
• W1569553705 hasBestOaLocation W15695537051 @default.
• W1569553705 hasConcept C105795698 @default.
• W1569553705 hasConcept C106159729 @default.
• W1569553705 hasConcept C111472728 @default.
• W1569553705 hasConcept C120936955 @default.
• W1569553705 hasConcept C127413603 @default.
• W1569553705 hasConcept C13290067 @default.
• W1569553705 hasConcept C138885662 @default.
• W1569553705 hasConcept C149782125 @default.
• W1569553705 hasConcept C151730666 @default.
• W1569553705 hasConcept C155202549 @default.
• W1569553705 hasConcept C162324750 @default.
• W1569553705 hasConcept C204036174 @default.
• W1569553705 hasConcept C2777402642 @default.
• W1569553705 hasConcept C2780299701 @default.
• W1569553705 hasConcept C2780762169 @default.
• W1569553705 hasConcept C2993324522 @default.
• W1569553705 hasConcept C33923547 @default.
• W1569553705 hasConcept C44731940 @default.
• W1569553705 hasConcept C556758197 @default.
• W1569553705 hasConcept C78519656 @default.
• W1569553705 hasConcept C86803240 @default.
• W1569553705 hasConcept C91602232 @default.
• W1569553705 hasConceptScore W1569553705C105795698 @default.
• W1569553705 hasConceptScore W1569553705C106159729 @default.
• W1569553705 hasConceptScore W1569553705C111472728 @default.
• W1569553705 hasConceptScore W1569553705C120936955 @default.
• W1569553705 hasConceptScore W1569553705C127413603 @default.
• W1569553705 hasConceptScore W1569553705C13290067 @default.
• W1569553705 hasConceptScore W1569553705C138885662 @default.
• W1569553705 hasConceptScore W1569553705C149782125 @default.
• W1569553705 hasConceptScore W1569553705C151730666 @default.
• W1569553705 hasConceptScore W1569553705C155202549 @default.
• W1569553705 hasConceptScore W1569553705C162324750 @default.
• W1569553705 hasConceptScore W1569553705C204036174 @default.
• W1569553705 hasConceptScore W1569553705C2777402642 @default.

• next