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Can Market Volume Help In Predicting Share Market Volatility? - Softcover

Hagba, Dorbor

 
9783844313284: Can Market Volume Help In Predicting Share Market Volatility?
Softcover
ISBN 10: 3844313281 ISBN 13: 9783844313284
Verlag: LAP LAMBERT Academic Publishing, 2011

Inhaltsangabe

This book explores a number of statistical models for predicting the daily stock return volatility of an aggregate of all stocks traded on the Johannesburg Stock Exchange (JSE). The study is largely inspired by the work of Chris BrookThe volume of shares traded might be as important as the change in a market index since substantial price increases and decreases are often accompanied by heavy trading activitys (1998).The results of this study project indicate that augmenting models of volatility with measures of lagged volume leads only to fairly small improvements in forecasting performance. The report also shows that the Johannesburg Stock Exchange is vulnerable to financial turmoil in other major markets.

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Über die Autorin bzw. den Autor

I was born on March 18,1971 and obtanied an BBA Degree (Cum Laude) in Accounting from the University of Liberia in 1999. I am currently serving as the Assistant Director of Finance Department at the Central Bank of liberia.I also hold an MBA Degree from the University of Stellenbosch Business School and is married with a son.

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Verlag
LAP LAMBERT Academic Publishing
Erscheinungsdatum
2011
Sprache
Englisch
ISBN 10 
3844313281
ISBN 13 
9783844313284
Einband
Taschenbuch
Anzahl der Seiten
84
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Betascript Publishing
customerservice@vdm-vsg.de

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Riga
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