Price returns and trading volume changes in stock market
dc.contributor.author | Tziasios, Charalambos | el |
dc.date.accessioned | 2020-06-10T09:31:37Z | |
dc.date.available | 2020-06-10T09:31:37Z | |
dc.identifier.uri | https://olympias.lib.uoi.gr/jspui/handle/123456789/29890 | |
dc.identifier.uri | http://dx.doi.org/10.26268/heal.uoi.9786 | |
dc.rights | Attribution-NonCommercial-NoDerivs 3.0 United States | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/us/ | * |
dc.subject | Closing price returns | en |
dc.subject | Volume trade | en |
dc.subject | Processing and packaging firms | en |
dc.subject | Quantiles regression | en |
dc.subject | Τιμές κλεισίματος | el |
dc.subject | Όγκος συναλλαγών | el |
dc.subject | Εταιρείες συσκευασίας κρεάτων | el |
dc.title | Price returns and trading volume changes in stock market | en |
heal.abstract | The present study examines the relationship between closing price returns and volume changes in four firms which process and package meat.It is about a sample of daily data which concern the period of November 2009 until October 2019. The method that is used in order to analyze the data is quantile regression. The results suggest that there is relationship between these two variables. In particular, according to results, there is a stable but not extreme influence and correlation between closing price returns and volume trade. At the same time, there is a co-movement at the low and high quantiles of the dependent variable. | en |
heal.academicPublisher | Πανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Διοικητικών Επιστημών. Τμήμα Οικονομικών Επιστημών | el |
heal.academicPublisherID | uoi | |
heal.access | free | |
heal.advisorName | Σταυρακούδης, Αθανάσιος | el |
heal.bibliographicCitation | Βιβλιογραφία: σ. 29-31 | el |
heal.classification | Prices | |
heal.committeeMemberName | Σταυρακούδης, Αθανάσιος | el |
heal.committeeMemberName | Παναγιώτου, Δημήτριος | el |
heal.committeeMemberName | Μυλωνίδης, Νικόλαος | el |
heal.dateAvailable | 2020-06-10T09:32:37Z | |
heal.fullTextAvailability | true | |
heal.language | en | |
heal.numberOfPages | 59 σ. | |
heal.publicationDate | 2020 | |
heal.recordProvider | Πανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Διοικητικών Επιστημών. Τμήμα Οικονομικών Επιστημών | el |
heal.secondaryTitle | an empirical analysis with quantile regressions | en |
heal.type | masterThesis | |
heal.type.el | Μεταπτυχιακή εργασία | el |
heal.type.en | Master thesis | en |
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