۱۸ فروردین تحقیقات جهانی بازار بورس Trading volume, realized volatility and jumps in the Australian stock market 1401-01-18 توسط تیام بورس 0 نظر We study the volume–volatility relation by splitting volume into the number of trades and the average trade size at individual and inst...ادامه مطلب
۱۸ فروردین تحقیقات جهانی بازار بورس Diagnosing shocks in stock markets of southeast Asia, Australia, and New Zealand 1401-01-18 توسط تیام بورس 0 نظر Relatively infrequent but important events such as wars, natural disasters, currency crises, and changes of political leaders can have ...ادامه مطلب
۱۸ فروردین تحقیقات جهانی بازار بورس Liquidity and stock returns in pure order-driven markets: evidence from the Australian stock market 1401-01-18 توسط تیام بورس 0 نظر This paper examines the relationship between liquidity and stock returns in the pure order-driven stock market of Australia. The bid–as...ادامه مطلب
۱۸ فروردین تحقیقات جهانی بازار بورس Does the stock market underreact to going concern opinions? Evidence from the U.S. and Australia☆ 1401-01-18 توسط تیام بورس 0 نظر We examine 12-month returns following disclosure of first-time going concern (GC) opinions in the U.S. and Australia. We find n...ادامه مطلب
۱۸ فروردین تحقیقات جهانی بازار بورس Latency reduction and market quality: The case of the Australian Stock Exchange☆ 1401-01-18 توسط تیام بورس 0 نظر This study investigates the role of latency in market quality in the Australia Securities Exchange following the introduction of the In...ادامه مطلب
۱۸ فروردین تحقیقات جهانی بازار بورس The real impact of stock market mispricing — Evidence from Australia☆ 1401-01-18 توسط تیام بورس 0 نظر This paper examines the integration of the Australian stock market with its two leading trading partners, the US and Japan. In investig...ادامه مطلب
۱۸ فروردین تحقیقات جهانی بازار بورس Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data 1401-01-18 توسط تیام بورس 0 نظر Following Alfarano et al. , we consider a simple agent-based model of a highly stylized financial market. The model takes Kirman's ant ...ادامه مطلب
۱۸ فروردین تحقیقات جهانی بازار بورس Non-scheduled news arrival and high-frequency stock market dynamics: Evidence from the Australian Securities Exchange 1401-01-18 توسط تیام بورس 0 نظر An increasing number of market participants utilise news analytics software to comprehend the large amounts of unstructured data flowin...ادامه مطلب
۱۸ فروردین تحقیقات جهانی بازار بورس The influence of foreign stock markets and macroeconomic news announcements on Australian financial markets 1401-01-18 توسط تیام بورس 0 نظر This paper examines the impact of the major stock markets (US, UK and Japan) and of the domestic and US macroeconomic news anno...ادامه مطلب
۱۸ فروردین تحقیقات جهانی بازار بورس Pricing assets with higher moments: Evidence from the Australian and us stock markets 1401-01-18 توسط تیام بورس 0 نظر This paper examines the relationship between the Australian stock and futures markets over various time horizons. In contrast to method...ادامه مطلب