A note on price-volume dynamics in an emerging stock market

Article Abstract:

The relationship between levels of stock price and volume of trading in Turkey is examined. Cointegration between the two series has been tested by means of an asset pricing model. The model possesses risk neutral agents with heterogeneous expectations and limitations. The Istanbul Securities Exchange is characterized by short selling restrictions, margin trading limitations and daily price change limits.

Prices and rates, Stocks, Turkey, Stock prices, Istanbul Stock Exchange

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Trading volume and autocorrelation: Empirical evidence from the Stockholm Stock Exchange

Article Abstract:

A study of autocorrelation of index returns on the Stockholm Stock Exchange is presented, with focus on the theories of non-synchronous trading, the effect of transaction costs and the effect of individual investors' trading.

Usage, Economic aspects, Stockholm, Sweden (City), Autocorrelation (Statistics)

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Insider trading and the voluntary disclosure of information by firms

Article Abstract:

Factors relating to insider trading and voluntary disclosure of corporate information are examined in detail.

Management Theory & Techniques, Management, Corporations, Disclosure (Securities law), Insider trading in securities, Insider trading (Securities)

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