scholarly journals Did the Covid-19 Pandemic Affect the Relationship Between Trading Volume and Return Volatility in the Cryptocurrencies?

2021 ◽  
Vol 66 (4) ◽  
pp. 517-534
Author(s):  
Serkan Samut ◽  
Rahmi Yamak
Keyword(s):  
Trading Volume ◽  
Return Volatility ◽  
Correlation Analyses ◽  
The World ◽  
Sequential Information ◽  
Mixture Of Distribution Hypothesis ◽  
The Relationship

In this study, it was investigated whether the Covid-19 pandemic, which started to affect the world in early 2020, influenced the relationship between return volatility and trading volume in the cryptocurrency market. In the empirical part of the study, 40 cryptocurrencies were included in the analysis. The data were divided into two separate periods as before and during the pandemic. Two alternative estimators developed by Garman and Klass (1980) and by Rogers and Satchell (1991) were used to measure the return volatility of cryptocurrencies. With causality and simultaneous correlation analyses, it was determined that the sequential information arrival hypothesis was valid in the cryptocurrency market in the pre-pandemic period. In the pandemic period, the sequential information arrival hypothesis lost its effect and left its place to the mixture of distribution hypothesis.

scholarly journals Foreign Ownership, Return Volatility, Trading Volume, and Risk of Stocks in Indonesia

2018 ◽  
Author(s):  
Ahmad Maulin Naufa ◽  
I Wayan Nuka Lantara
Keyword(s):  
Panel Data ◽  
Trading Volume ◽  
Stock Return ◽  
Stock Exchange ◽  
Foreign Ownership ◽  
Return Volatility ◽  
Stock Return Volatility ◽  
Indonesian Government ◽  
The Relationship

This study examines the relationship between foreign ownership and return volatility, trading volume, and risk of stocks at the Indonesia Stock Exchange (IDX). Panel data of selected companies listed on the LQ45 index of the IDX was employed for the period between 2011 and 2017. Foreign ownership was found to positively affect stock return volatility, trading volume, and risk. Hence, more substantial foreign ownership of stocks meant more drawbacks to Indonesian stocks. Therefore, there is a need for the Indonesian government to limit and regulate foreign shareholders in Indonesia.  

scholarly journals Contemporaneous Relationship between Trading Volume and Stock Returns Volatility : Evidence from Nepalese Stock Market

2017 ◽  
Vol 10 (1) ◽  
pp. 40-63
Author(s):  
Shivaram Shrestha
Keyword(s):  
Stock Market ◽  
Stock Returns ◽  
Trading Volume ◽  
Stock Return ◽  
Efficient Market Hypothesis ◽  
Least Square ◽  
Return Volatility ◽  
Monthly Data ◽  
Stock Return Volatility ◽  
Mixture Of Distribution Hypothesis

This paper examines the contemporaneous relation between trading volume and stock returns volatility for Nepalese stock market using monthly data for the period 2005 mid-July to 2017 mid-April. The study uses ordinary least square method and analyzes whether rising price leads to higher volume or vice versa. The study also investigates the association between trading volume and stock returns volatility based on monthly data of NEPSE index and examines the effects of trading volume on stock returns volatility using GARCH (1, 1) model. The study finds positive contemporaneous relationship between trading volume and stock return volatility. The study result indicates that the relationship between trading volume and return volatility is asymmetric. The findings strongly support the hypothesis that higher trading volume is associated with an increase in stock return volatility, but offers little support to the sequential arrival hypothesis and the mixture of distribution hypothesis. Finally, the findings support the weak-form efficient market hypothesis in Nepalese stock market.

Kazakhstan’s Economic Growth in the Context of the World Economy

2006 ◽  
pp. 133-146 ◽  
Author(s):  
K. Arystanbekov
Keyword(s):  
Economic Growth ◽  
Economic Policy ◽  
World Economy ◽  
World Ocean ◽  
Direct Access ◽  
Crude Petroleum ◽  
Nation States ◽  
The World ◽  
The Relationship

Kazakhstan’s economic policy results in 1995-2005 are considered in the article. In particular, the analysis of the relationship between economic growth and some indicators of nation states - population, territory, direct access to the World Ocean, and extraction of crude petroleum - is presented. Basic problems in the sphere of economic policy in Kazakhstan are formulated.

Virginia Woolf and Being-in-the-world

2017 ◽  
Author(s):  
Emma Simone
Keyword(s):  
Virginia Woolf ◽  
Historical Context ◽  
The Political ◽  
Cartesian Dualism ◽  
Self And Other ◽  
The World ◽  
Binary Oppositions ◽  
The Individual ◽  
The Relationship ◽  
Existential Perspective

Virginia Woolf and Being-in-the-world: A Heideggerian Study explores Woolf’s treatment of the relationship between self and world from a phenomenological-existential perspective. This study presents a timely and compelling interpretation of Virginia Woolf’s textual treatment of the relationship between self and world from the perspective of the philosophy of Martin Heidegger. Drawing on Woolf’s novels, essays, reviews, letters, diary entries, short stories, and memoirs, the book explores the political and the ontological, as the individual’s connection to the world comes to be defined by an involvement and engagement that is always already situated within a particular physical, societal, and historical context. Emma Simone argues that at the heart of what it means to be an individual making his or her way in the world, the perspectives of Woolf and Heidegger are founded upon certain shared concerns, including the sustained critique of Cartesian dualism, particularly the resultant binary oppositions of subject and object, and self and Other; the understanding that the individual is a temporal being; an emphasis upon intersubjective relations insofar as Being-in-the-world is defined by Being-with-Others; and a consistent emphasis upon average everydayness as both determinative and representative of the individual’s relationship to and with the world.

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