Stock Prices Volatility and Trading Volume: Evidence from Selected World Financial Companies' Shares

Kód výsledku v IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F14%3A%230002923" target="_blank" >RIV/47813059:19520/14:#0002923 - isvavai.cz</a>
Výsledek na webu
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DOI - Digital Object Identifier
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Jazyk výsledku
angličtina
Název v původním jazyce
Stock Prices Volatility and Trading Volume: Evidence from Selected World Financial Companies' Shares
Popis výsledku v původním jazyce
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.
Název v anglickém jazyce
Stock Prices Volatility and Trading Volume: Evidence from Selected World Financial Companies' Shares
Popis výsledku anglicky
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.

Projekt
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Návaznosti
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění
2014
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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