Книга: Mona Atuea and Osama El Ansary «The Effect of Stock Trading Volume on Return»

The Effect of Stock Trading Volume on Return

Производитель: "LAP Lambert Academic Publishing"

This study examined the relationship between trading volume and stock return to shed more light on the structure of the Egyptian stock exchange and the information arrival pattern, aiming to reach recommendations which may be beneficial to the stock exchange, investors and other stakeholders. The study found that there is a contemporaneous relationship between trading volume and return, besides the historical data of trading volume especially for the last five days helps improve the prediction of future return. Even though one should not only rely on trading volume to predict return as it explains a very small part of change in stock return. Also, the Egyptian stock exchange is informationally inefficient as the information arrives to the market sequentially not simultaneously and that there is much noise and speculative trading. The study recommends that the number of transactions is a better measure of trading volume in the Egyptian stock market. These results are important to... ISBN:9783659354571

Издательство: "LAP Lambert Academic Publishing" (2013)

ISBN: 9783659354571

См. также в других словарях:

  • The Great Crash, 1929 — is a book written by John Kenneth Galbraith and published in 1954; it is an economic history of the lead up to the Wall Street Crash of 1929. The book argues that the 1929 stock market crash was precipitated by rampant speculation in the stock… …   Wikipedia

  • The Wealth of Nations — An Inquiry into the Nature and Causes of the Wealth of Nations is the magnum opus of the Scottish economist Adam Smith. It is a clearly written account of economics at the dawn of the Industrial Revolution, as well as a rhetorical piece written… …   Wikipedia

  • The Irish (in Countries Other Than Ireland) —     The Irish (in countries other than Ireland)     † Catholic Encyclopedia ► The Irish (in countries other than Ireland)     I. IN THE UNITED STATES     Who were the first Irish to land on the American continent and the time of their arrival are …   Catholic encyclopedia

  • European Union Emission Trading Scheme — The European Union Emissions Trading Scheme (EU ETS) also known as the European Union Emissions Trading System, was the first large emissions trading scheme in the world.[1] It was launched in 2005 to combat climate change and is a major pillar… …   Wikipedia

  • Economic history of the United Kingdom — The economic history of the United Kingdom deals with the history of the economy of the United Kingdom from the creation of the Kingdom of Great Britain on May 1st, 1707,[1] with the political union of the Kingdom of England and the Kingdom of… …   Wikipedia

  • Pharmaceutical industry in the People's Republic of China — The pharmaceutical industry is one of the leading industries in People s Republic of China, covering synthetic chemicals and drugs, prepared Chinese medicines, medical devices, apparatus and instruments, hygiene materials, packing materials, and… …   Wikipedia

Поделиться ссылкой на выделенное

Прямая ссылка:
Нажмите правой клавишей мыши и выберите «Копировать ссылку»