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

See all articles by Ramona Dumitriu

Ramona Dumitriu

Independent

Razvan Stefanescu

affiliation not provided to SSRN

Costel Nistor

University Dunarea De Jos Galati

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

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

Razvan Stefanescu

affiliation not provided to SSRN

Costel Nistor

University Dunarea De Jos Galati ( email )

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