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Sinopsis
Knowledge of volatility is of crucial importance in many areas. The Stock Market of Mauritius did not remain untouched. This paper explores the relationship between trading volume, volatility and leverage in the Stock Market of Mauritius. In contrast to other studies which examine the SEMDEX or the SEM by sector, we examine the relationship for 35 listed stocks on the SEM. Daily return, volume and the SEMDEX is used for the period 2005 to 2009. We also emphasize on the impact of trading volume. The analysis shows that there exist substantial ARCH effect and volatility shocks are quite persistent in the market. The impact of both recent and old news can be found. The study also finds evidence of leverage and asymmetric effect on the Stock Market. Consistent with the results of Lamoureux and Lastrapes (1990), our results shows that the persistence of volatility decreases after volume is included in the model.
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Miss Rawoo Ayesha has successfully completed her Bsc(Hons) Finance at the University of Mauritius. Her Research is mainly based on Trading volume, volatility and leverage : an analysis in the stock market of Mauritius.
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Trading Volume, Volatility And Leverage
Publicado por
LAP LAMBERT Academic Publishing Aug 2011, 2011
ISBN 10: 3845438029
ISBN 13: 9783845438023
Nuevo
Taschenbuch
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Knowledge of volatility is of crucial importance in many areas. The Stock Market of Mauritius did not remain untouched. This paper explores the relationship between trading volume, volatility and leverage in the Stock Market of Mauritius. In contrast to other studies which examine the SEMDEX or the SEM by sector, we examine the relationship for 35 listed stocks on the SEM. Daily return, volume and the SEMDEX is used for the period 2005 to 2009. We also emphasize on the impact of trading volume. The analysis shows that there exist substantial ARCH effect and volatility shocks are quite persistent in the market. The impact of both recent and old news can be found. The study also finds evidence of leverage and asymmetric effect on the Stock Market. Consistent with the results of Lamoureux and Lastrapes (1990), our results shows that the persistence of volatility decreases after volume is included in the model. 64 pp. Englisch. Nº de ref. del artículo: 9783845438023
Cantidad disponible: 2 disponibles
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Trading Volume, Volatility And Leverage
Publicado por
LAP LAMBERT Academic Publishing, 2011
ISBN 10: 3845438029
ISBN 13: 9783845438023
Nuevo
Tapa blanda
Librería: moluna, Greven, Alemania
Calificación del vendedor: 4 de 5 estrellas
Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Rawoo AyeshaMiss Rawoo Ayesha has successfully completed her Bsc(Hons) Finance at the University of Mauritius. Her Research is mainly based on Trading volume, volatility and leverage : an analysis in the stock market of Mauritius. Nº de ref. del artículo: 5482593
Cantidad disponible: Más de 20 disponibles
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Trading Volume, Volatility And Leverage : An Analysis in the Stock Market of Mauritius
Publicado por
LAP LAMBERT Academic Publishing, 2011
ISBN 10: 3845438029
ISBN 13: 9783845438023
Nuevo
Taschenbuch
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Knowledge of volatility is of crucial importance in many areas. The Stock Market of Mauritius did not remain untouched. This paper explores the relationship between trading volume, volatility and leverage in the Stock Market of Mauritius. In contrast to other studies which examine the SEMDEX or the SEM by sector, we examine the relationship for 35 listed stocks on the SEM. Daily return, volume and the SEMDEX is used for the period 2005 to 2009. We also emphasize on the impact of trading volume. The analysis shows that there exist substantial ARCH effect and volatility shocks are quite persistent in the market. The impact of both recent and old news can be found. The study also finds evidence of leverage and asymmetric effect on the Stock Market. Consistent with the results of Lamoureux and Lastrapes (1990), our results shows that the persistence of volatility decreases after volume is included in the model. Nº de ref. del artículo: 9783845438023
Cantidad disponible: 1 disponibles
Imagen del vendedor
Trading Volume, Volatility And Leverage
Publicado por
LAP LAMBERT Academic Publishing Aug 2011, 2011
ISBN 10: 3845438029
ISBN 13: 9783845438023
Nuevo
Taschenbuch
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. Neuware -Knowledge of volatility is of crucial importance in many areas. The Stock Market of Mauritius did not remain untouched. This paper explores the relationship between trading volume, volatility and leverage in the Stock Market of Mauritius. In contrast to other studies which examine the SEMDEX or the SEM by sector, we examine the relationship for 35 listed stocks on the SEM. Daily return, volume and the SEMDEX is used for the period 2005 to 2009. We also emphasize on the impact of trading volume. The analysis shows that there exist substantial ARCH effect and volatility shocks are quite persistent in the market. The impact of both recent and old news can be found. The study also finds evidence of leverage and asymmetric effect on the Stock Market. Consistent with the results of Lamoureux and Lastrapes (1990), our results shows that the persistence of volatility decreases after volume is included in the model.Books on Demand GmbH, Überseering 33, 22297 Hamburg 64 pp. Englisch. Nº de ref. del artículo: 9783845438023
Cantidad disponible: 2 disponibles