Changes in the Dynamic Relation between the Prices and the Trading Volume from the Bucharest Stock Exchange
IECS 2011, CRISES AFTER THE CRISIS - INQUIRIES FROM A NATIONAL, EUROPEAN AND GLOBAL PERSPECTIVE, 2011
10 Pages Posted: 12 Feb 2012
Date Written: May 19, 2011
Abstract
This 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.
Keywords: Romanian Stock Exchange, Stock Index Volume, Trading Volume Causality
JEL Classification: G10, G15
Suggested Citation: Suggested Citation
Dumitriu, Ramona and Stefanescu, Razvan and Nistor, Costel, Changes in the Dynamic Relation between the Prices and the Trading Volume from the Bucharest Stock Exchange (May 19, 2011). IECS 2011, CRISES AFTER THE CRISIS - INQUIRIES FROM A NATIONAL, EUROPEAN AND GLOBAL PERSPECTIVE, 2011, Available at SSRN: https://ssrn.com/abstract=2002246
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