Changes in the dynamic relation between the prices and the trading volume from the Bucharest stock exchange
AbstractThis paper explores the relation between the prices and the trading volume from the Bucharest Stock Exchange. The data employed consist in the daily values from January 2002 to March 2011. We identify some significant changes caused by events such as Romania’s adhesion to the European Union or the effects of the global crisis.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 41602.
Date of creation: 20 Mar 2011
Date of revision: 20 Mar 2011
Romanian Stock Exchange; Stock Index Volume; Trading Volume Causality;
Find related papers by JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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