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

被引：0
|
作者：
Heryan, Tomas [1 ]
机构：
[1] Silesian Univ Opava, Sch Business Adm Karvina, Dept Finance, Karvina 73340, Czech Republic
来源：
PROCEEDINGS OF THE 14TH INTERNATIONAL CONFERENCE ON FINANCE AND BANKING | 2014年
关键词：
stock market; volatility; trading volume; GARCH model; MARKETS; FUTURES; RETURNS;
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
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.
引用
收藏
页码：106 / 114
页数：9
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