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Advanced Search Results For "SMALL capitalization stocks"

1 - 10 of 17,459 results for
 "SMALL capitalization stocks"
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The Relation Between Trading Volume and Return Volatility: Evidence from Borsa Istanbul.

Publication Type: Academic Journal

Source(s): Business & Economics Research Journal. 2022, Vol. 13 Issue 4, p607-623. 18p.

Authors:

Abstract: This study investigates the relationship between volume and volatility in the context of the Mixture of Distribution Hypothesis (MDH) and Sequential Information Arrival Hypothesis (SIAH) with respect to company size in Borsa Istanbul (BIST). Employing ...

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Tick Size, Institutional Trading, and Market Making: A Study of the SEC Tick Size Pilot Program.

Publication Type: Academic Journal

Source(s): Quarterly Journal of Finance. Sep2022, Vol. 12 Issue 3, p1-44. 44p.

Abstract: Using the 2016 SEC Tick Size Pilot Program, we study the effects of an increase in tick size on institutional trading, market making costs, profitability, and activities. We find that increasing the tick size deters institutional trading participation,...

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New evidence on the impact of implicit trading costs on asset prices in the Russian stock market.

Publication Type: Academic Journal

Source(s): Applied Economics. Nov2022, Vol. 54 Issue 51, p5943-5955. 13p. 6 Charts.

Abstract: We perform a comprehensive study of different illiquidity effects in the relatively illiquid Russian stock market. Over the period 2010–2020, we apply cross-sectional and time-series regressions using two low-frequency illiquidity proxies: the Amihud r...

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Interventions and Cognitive Spillovers.

Publication Type: Academic Journal

Source(s): Review of Economic Studies. Oct2022, Vol. 89 Issue 5, p2293-2328. 36p. 7 Charts, 7 Graphs.

Abstract: This article investigates how incentives and behavioural policy interventions affect individuals' allocation of scarce cognitive resources. Based on experimental evidence, we demonstrate that incentives systematically influence individuals' allocation ...

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Identifying the Effect of Stock Indexing: Impetus or Impediment to Arbitrage and Price Discovery?

Publication Type: Academic Journal

Source(s): Journal of Financial & Quantitative Analysis; Aug2022, Vol. 57 Issue 5, p2022-2062, 41p

Abstract: Copyright of Journal of Financial & Quantitative Analysis is the property of Cambridge University Press and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. Ho...

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Beta and size equity premia following a high‐VIX threshold.

Publication Type: Academic Journal

Source(s): Journal of Futures Markets. Aug2022, Vol. 42 Issue 8, p1491-1517. 27p.

Abstract: We show that a positive risk premium from holding high‐beta stocks (vs. low‐beta stocks) and small‐cap stocks (vs. large‐cap stocks) is reliably earned only after the expected stock‐market volatility breaches a high threshold at about the 80th percenti...

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Comparing Market Risk of Indian Balanced, Small and Mid cap and Large cap Funds.

Publication Type: Academic Journal

Source(s): Finance India. Jun2022, Vol. 36 Issue 2, p603-620. 18p.

Abstract: Balanced funds invest in a mixed portfolio of debt and equity, to hedge market risk. Small & mid cap funds invest purely in equity for long term capital appreciation. We compare the market risk and risk adjusted returns of 19 balanced, 40 small & mid c...

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Volatility Forecasting during Extreme Market Events Using the (JSE) Small Cap Share Index.

Publication Type: Academic Journal

Source(s): Acta Universitatis Danubius: Oeconomica. 2021, Vol. 17 Issue 4, p149-176. 28p.

Abstract: The lost decade of the JSE in small-cap companies from 2010 to 2019 as a result of a decline in investments indicated the high risk of investing in small-cap shares. Therefore, the study aimed to make use of two volatility models, the exponentially wei...

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POPCHAR X: FIND THE CHARACTER YOU NEED IN A FONT WITHOUT FUSS.

Publication Type: Periodical

Source(s): Macworld - Digital Edition. Jul2022, Vol. 39 Issue 7, p25-28. 4p. 4 Color Photographs.

Authors:

Abstract: The Latest Mac Products Reviewed & Rated REVIEWS FONT UTILITY POPCHAR X: FIND THE CHARACTER YOU NEED IN A FONT WITHOUT FUSS Few pieces of Mac software can claim the history of PopChar (fave.co/38I8YQ4), a utility that makes it a click and a hover to se...

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Investor types' trading around the short‐term reversal pattern.

Publication Type: Academic Journal

Source(s): International Journal of Finance & Economics. Apr2022, Vol. 27 Issue 2, p2627-2647. 21p.

Abstract: Using exact and complete Korean data of investor trading, we provide an anatomy of investor types' trading throughout the short‐horizon overshooting‐and‐reversal pattern in stock returns. We document two forms of non‐optimal trading behaviour associate...

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