Trading activity and stock price volatility: intraday and day of the week effects.

Trading activity and stock price volatility: intraday and day of the week effects.

The purpose of this research is to establish the relationship between stock price volatility with volume, frequency, average trade size, dollar volume, and market return. This paper utilized SPSS software to determine if the independent variables have an impact on the volatility of stock price.

Saved in:
Bibliographic Details
Main Authors: Ariva., Livia., Rosita Supranata.
Other Authors: Krishnamurti, Chandrasekhar
Format: Final Year Project
Published: 2008
Subjects:
DRNTU::Business::Finance::Stock exchanges
Online Access:http://hdl.handle.net/10356/11464
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
id sg-ntu-dr.10356-11464
record_format dspace
spelling sg-ntu-dr.10356-114642023-05-19T03:30:07Z Trading activity and stock price volatility: intraday and day of the week effects. Ariva. Livia. Rosita Supranata. Krishnamurti, Chandrasekhar Nanyang Business School DRNTU::Business::Finance::Stock exchanges The purpose of this research is to establish the relationship between stock price volatility with volume, frequency, average trade size, dollar volume, and market return. This paper utilized SPSS software to determine if the independent variables have an impact on the volatility of stock price. 2008-09-24T07:55:30Z 2008-09-24T07:55:30Z 2001 2001 Final Year Project (FYP) http://hdl.handle.net/10356/11464 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Stock exchanges
spellingShingle DRNTU::Business::Finance::Stock exchanges
Ariva.
Livia.
Rosita Supranata.
Trading activity and stock price volatility: intraday and day of the week effects.
description The purpose of this research is to establish the relationship between stock price volatility with volume, frequency, average trade size, dollar volume, and market return. This paper utilized SPSS software to determine if the independent variables have an impact on the volatility of stock price.
author2 Krishnamurti, Chandrasekhar
author_facet Krishnamurti, Chandrasekhar
Ariva.
Livia.
Rosita Supranata.
format Final Year Project
author Ariva.
Livia.
Rosita Supranata.
author_sort Ariva.
title Trading activity and stock price volatility: intraday and day of the week effects.
title_short Trading activity and stock price volatility: intraday and day of the week effects.
title_full Trading activity and stock price volatility: intraday and day of the week effects.
title_fullStr Trading activity and stock price volatility: intraday and day of the week effects.
title_full_unstemmed Trading activity and stock price volatility: intraday and day of the week effects.
title_sort trading activity and stock price volatility: intraday and day of the week effects.
publishDate 2008
url http://hdl.handle.net/10356/11464
_version_ 1770564668871409664

Similar Items