Stock prices volatility and trading volume: Evidence from selected world financial companies´ shares
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F13%3A%230002261" target="_blank" >RIV/47813059:19520/13:#0002261 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Stock prices volatility and trading volume: Evidence from selected world financial companies´ shares
Original language description
Current paper has focused on stock price-volume relation. The aim of the article is to examine whether the prices volatility of selected world financial companies' shares differs within the both samples, below its average of trading volume and the above.It is estimated GARCH-M models from daily data of 13 selected financial companies within after crisis period from 2010 to 2013. Our period was split into three sub-periods to compare its results. It was not founded any strong significant relationship between trading volume and stock prices volatility.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Financial Regulation and Supervision in the after - Crisis Period. Proceedings of 13th International Conference on Finance and Banking
ISBN
978-80-7248-892-6
ISSN
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e-ISSN
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Number of pages
9
Pages from-to
117-125
Publisher name
Slezská univerzita v Opavě, Obchodně podnikatelská fakutla v Karviné
Place of publication
Karviná
Event location
Ostrava
Event date
Oct 16, 2013
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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