| Autor: |
Bogdan Negrea, Lucian Tatu, Andreea Stoian |
| Jazyk: |
angličtina |
| Rok vydání: |
2008 |
| Předmět: |
|
| Zdroj: |
Theoretical and Applied Economics, Vol 11(528), Iss 11(528), Pp 31-36 (2008) |
| Druh dokumentu: |
article |
| ISSN: |
1841-8678 |
| Popis: |
The aim of this paper is to investigate the relationship between trade volume, number of transaction and daily volatility for Romanian Financial Investments Funds. There is a large debate on this topic. The empirical results of previous literature showed that there is a strong relationship between these varables. Using OLS regressions we found that trade volume has a larger impact on daily volatility compared to the influence of number of transactions which could be considered as a proxy for liquidity. |
| Databáze: |
Directory of Open Access Journals |
| Externí odkaz: |
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