[PDF] Top 20 The effect of sequential information releases on trading volume and price behavior

... In the case of supply shocks, we can only estimate the informed trading volume, which includes two components. One is the trade between the noise and the informed traders; the other, the[r] ... See full document

... Journal of Business and Economics 208 widely disseminate, buy, and sell limit orders from its subscribers and execute trades by directly matching the order ...flow. The ... See full document

... School of Economics, Kobe University, Japan Abstract This article examines the pattern of information flow between the percentage price change and the ... See full document

... light of these explanations, this paper attempts to see whether we can replicate the causal relation between stock returns and the trading volume via the agent-based stock ... See full document

... 8 on their predictive ability based upon macroeconomic events under normal market ...conditions. The absence of predictive power amongst foreign institutional investors in late 2008 may be jointly ... See full document

... 1 and 2 show, for the large- and small-capitalization stock groups separately, the intraday six-minute average trading volume, average number of shares submitted, ... See full document

... in the early stage of the contractual relationship, which makes the market maker more diÆcult to identify him, and therefore adjust downward the belief of his ...result ... See full document

... studies the relationship between daily dollar-yen futures trading volume on the TIFFE and intervention by the Bank of Japan from 1991 to ...provided on ... See full document

... l .I t aims to examine the reduction of transaction taxes by Taiwan Futures Exchange and explore the impact of time trends and seasonable factors on the relationship betwee[r] ... See full document

... shows the weight changes of the pure CS film and the hybrid film (1 ...voltage of 10 V in PBS and consecutive on–off operations in a 20 min ...CS, the degree ... See full document

... images and advertisement contents is an important factor to compete in franchise ...images and advertisement contents indeed influence advertisement effects, there is no empirical ...in the fast food ... See full document

... First, the survey questions underwent a significant change in ...in the next section. Second, this time span covers the pre- and post-Proposition 10 periods and the number ... See full document

... Abstract The objective of this paper is to determine the price sensitivity of smokers in their consumption of cigarettes, using evidence from a major increase in California ... See full document

... addresses the impacts of sentiment variables and herding behavior on spot markets within the context of Taiwan Stock Index ... See full document

... purpose of this quasi-experimental design study was to assess the effect of educational intervention on nutrition knowledge and dietary behavior of community ... See full document

... observed on the silver- containing specimens. The vapor pressure of silver is high at temperatures above its melting point, 4 which resulted in a thin, silver-depletion surface layer after ... See full document

... ductility and strength changes. Notably, no significant work exists on the effect of delta ferrite and nitrogen on delta ferrite of as-welded alloys on their ... See full document

... professional information is now created and managed digitally, and accessed and shared using mobile devices, the importance of information security, information ... See full document

... contribution of this study is to help businesses understand the effects on online consumer behavior, ...stickiness and e-WOM, by building consumers’ cognition, i.e. information ... See full document

... The empirical results reveal that long-term equilibrium relationships between depositary receipts and underlying security prices exist for firms listed in Hong Kong, a free-entry market,[r] ... See full document