The Relationship Between Stock Prices and Characteristics of the Trading Volume Changes: KOSPI 200 Sector and Index Trading

2019 ◽  
Vol 19 (5) ◽  
pp. 1-23
Author(s):  
Jung-Do Roh ◽  
Sang-Won Hwang
Keyword(s):  
Stock Prices ◽  
Trading Volume ◽  
Volume Changes ◽  
The Relationship

The Study on the Plasticity Theoretical Models of the Volatility of Stock Prices

2012 ◽  
Vol 518-523 ◽  
pp. 5963-5967
Author(s):  
Rong Zhu ◽  
Zuo Quan Zhang ◽  
Xiao Yue Li ◽  
Xuan Wu ◽  
Su Zhang
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Trading Volume ◽  
Theoretical Models ◽  
Equilibrium Price ◽  
Analysis Software ◽  
Volume Changes ◽  
Price Fluctuation ◽  
Basic Model ◽  
The Relationship

This paper analyzes the characteristics of the stock price fluctuation compared with elastic-plastic theory in mechanics and introduces the concept of stock equilibrium price, plasticity of stock price analogically. A basic model of the stock plasticity under the relationship between stock price fluctuation and trading volume changes is also built. Tested by 20 kinds of stocks from Shanghai and Shenzhen stock markets in China by using the econometric analysis software Eviews3.0 afterwards, the basic model is improved, and three developed models are built from it. Finally, this paper obtains more scientific and reasonable stock price plasticity model after the comparative analysis of the four previous models.

scholarly journals The Relationship Between Price And Volume For The Russian Trading System

2012 ◽  
Vol 11 (9) ◽  
pp. 963
Author(s):  
Carl B. McGowan, Jr. ◽  
Junaina Muhammad
Keyword(s):  
Significant Relationship ◽  
Trading Volume ◽  
Volume Changes ◽  
Trading System ◽  
Natural Logarithm ◽  
Closing Price ◽  
The Impact ◽  
The Relationship

The objective of this study is to analyze the relationship between the Russian Trading System Index and trading volume for the Russian Trading System Index. We use daily closing price and trading volume for the data for the RTS Index from September 4, 1995 to November 8, 2011. We find a positive statistically significant relationship between the natural logarithm of price volume changes and changes in the RTS Index and for the natural logarithm of price volume changes relative to a five-day average of price volume changes; thus the impact of trading volume is persistent.

Autocorrelation and Volume in the Chinese Stock Market

2004 ◽  
Vol 07 (02) ◽  
pp. 289-309 ◽  
Author(s):  
Nicolaas Groenewold
Keyword(s):  
Stock Prices ◽  
Trading Volume ◽  
Stock Exchanges ◽  
Data Sets ◽  
Chinese Stock Market ◽  
Chinese Market ◽  
Market Makers ◽  
Using Data ◽  
The 1960S ◽  
The Relationship

This paper reports an empirical analysis of the relationship between return autocorrelation, trading volume and volatility, following the seminal paper by Campbell, Grossman and Wang (1992) using data for A shares traded on the Shanghai and Shenzhen stock exchanges for the period 1992–2002. Campbell et al. argue that autocorrelation of returns will be negatively related to trading volume given that market makers will need to be rewarded with higher returns for accommodating noise traders. For our full sample we find remarkably consistent support for the CGW hypothesis and results — return autocorrelations are negatively but non-linearly related to lagged trading volume and less strongly to volatility. These results are quite robust with respect to different messures of volume and volatility. We argue that this is a striking result in view of the substantial differences between the US market in the 1960s, 1970s and 1980s and the Chinese market of the 1990s. The relationship proves to be unstable over short sub-periods although whether this is due to the relatively short sample we use or to the inherent instability of the Chinese market in its first decade of operation will not be clear until much longer data sets are available for Chinese stock prices.

scholarly journals Colonic Volume Changes in Paediatric Constipation Compared to Normal Values Measured Using MRI

Diagnostics ◽  
2021 ◽  
Vol 11 (6) ◽  
pp. 974
Author(s):  
Hayfa Sharif ◽  
Caroline L. Hoad ◽  
Nichola Abrehart ◽  
Penny A. Gowland ◽  
Robin C. Spiller ◽  
...  
Keyword(s):  
Linear Regression ◽  
Physiological State ◽  
Functional Constipation ◽  
Initial Study ◽  
Healthy Controls ◽  
Volume Changes ◽  
Additional Information ◽  
Symptom Reports ◽  
Magnetic Resonance Imaging Mri ◽  
The Relationship

Background: Functional constipation in children is common. Management of this condition can be challenging and is often based on symptom reports. Increased, objective knowledge of colonic volume changes in constipation compared to health could provide additional information. However, very little data on paediatric colonic volume is available except from methods that are invasive or require unphysiological colonic preparations. Objectives: (1) To measure volumes of the undisturbed colon in children with functional constipation (FC) using magnetic resonance imaging (MRI) and provide initial normal range values for healthy controls, and (2) to investigate possible correlation of colonic volume with whole gut transit time (WGTT). Methods: Total and regional (ascending, transverse, descending, sigmoid, and rectum) colon volumes were measured from MRI images of 35 participants aged 7–18 years (16 with FC and 19 healthy controls), and corrected for body surface area. Linear regression was used to explore the relationship between total colon volume and WGTT. Results: Total colonic volume was significantly higher, with a median (interquartile range) of 309 mL (243–384 mL) for the FC group than for the healthy controls of 227 mL (180–263 mL). The largest increase between patients and controls was in the sigmoid colon–rectum region. In a linear regression model, there was a positive significant correlation between total colonic volume and WGTT (R = 0.56, p = 0.0005). Conclusions: This initial study shows increased volumes of the colon in children with FC, in a physiological state, without use of any bowel preparation. Increased knowledge of colonic morphology may improve understanding of FC in this age group and help to direct treatment.

An Empirical Research on the Relationship between Real Estate Prices and Inflation

2011 ◽  
Vol 55-57 ◽  
pp. 1992-1996
Author(s):  
Tie Qun Li
Keyword(s):  
Real Estate ◽  
Stock Prices ◽  
Test Analysis ◽  
Social Demand ◽  
The Real Estate ◽  
Key Factor ◽  
Negative Effect ◽  
Labor Service ◽  
Real Estate Prices ◽  
The Relationship

The former researches referring to inflation and real estate prices concentrated mainly on the stock prices rather than the real estate prices. Owing to the enlarging ratio of real estate industry in national economy with each passing day, as well as the overheating real estate prices in recent years, the relationship between real estate prices and inflation is particularly vital to the monetary policy making for the monetary authorities. According to the test analysis of data from 2001 to 2009, it is found that real estate prices is Granger Cause of inflation while inflation is not the Granger Cause of real estate prices in this paper. Through the Effects of Wealth, Credit and Tobin, real estate prices drive the growth of social consumption and investments and expand the total social demand which possess an positive effect on inflation; nevertheless the rising of real estate prices causes the rising of currency for real estate purchasing, which, under the circumstance of that currency supply remains, will inevitably bring about the reduction of currency for other consumption and investments and restrain the total social demand which would mean a suppression of continuous rising of prices of other commodity and labor service. All these show that real estate also has a negative effect on inflation. The cancellations between the two effects make the long-term influence real estate bearing on inflation is not obvious. The experimental results indicate that when the price of real estate rises 1%, inflation only rises 0.058%. Consequently, a strict controlling of the amount of money issued is the key factor for keeping the over rapid rising of real estate prices from leading to inflation.

The relationship between air pollution, investor attention and stock prices: Evidence from new energy and polluting sectors

Energy Policy ◽  
2021 ◽  
Vol 156 ◽  
pp. 112430
Author(s):  
Fengqi Liu ◽  
Yuxin Kang ◽  
Kun Guo ◽  
Xiaolei Sun
Keyword(s):  
Air Pollution ◽  
Stock Prices ◽  
Investor Attention ◽  
New Energy ◽  
The Relationship

scholarly journals Is Abnormally Large Volume a Clue?

2016 ◽  
Vol 8 (9) ◽  
pp. 226
Author(s):  
Tsung-Hsun Lu ◽  
Jun-De Lee
Keyword(s):  
Stock Market ◽  
Large Volume ◽  
Stock Prices ◽  
Stock Price ◽  
Trading Volume ◽  
Sensitive Analysis ◽  
Support Level ◽  
Out Of Sample ◽  
Sample Test ◽  
Abnormal Trading Volume

This paper investigates whether abnormal trading volume provides information about future movements in stock prices. Utilizing data from the Taiwan 50 Index from October 29, 2002 to December 31, 2013, the researchers employ trading volume rather than stock price to test the principles of resistance and support level employed by technical analysis. The empirical results suggest that abnormal trading volume provides profitable information for investors in the Taiwan stock market. An out-of-sample test and a sensitive analysis are conducted for the robustness of the results.

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