The primary objective of this study is to measure the relationship between stock returns, trading volume, frequency and price volatility Everest Bank Limited. We analyzed studies using descriptive randomized comparative studies. A 12-year panel data set was used. 1873 observations are draw correct conclusions about study. Descriptive models provide on average volatility. EBL investors have face...

We study multi-period trading strategies of institutional investors who plan to trade the same security during some finite time horizons. Investors who trade large volumes face a price impact that depends on their trading volumes simultaneously, and is usually represented as a function, the so called price-impact function. We show through a numerical example that a trading strategy, optimal for...

Available online 18 March 2008 This paper compares trading and non-trading mechanisms for price discovery during the Nasdaq pre-open and examines whether prices discovered though non-trading mechanisms are less efficient or reveal less information than prices discovered through trading. As Nasdaq pre-open trading volume increased, the opening price became more efficient and price discovery shif...

This paper examines the effect of temporarily suspending the trading of exchange-listed individual stocks. We evaluate whether regulatory authorities can successfully use the mechanism of trading suspension in forcing companies to disclose new and material information to the capital market. Previous studies on trading suspensions mainly concentrate on North-American stock markets and find no co...

Recent changes in the German energy policy initiated a deregulation process from a monopolistic to a competitive market, fundamentally changing the market structure, transaction relationships and trading processes. While the mutual exchange of electric energy has been a business activity between vertically integrated utilities for a long time, wholesale electricity trading in an open market onl...

Recent changes in the German energy policy initiated a deregulation process from a monopolistic to a competitive market, fundamentally changing the market structure, transaction relationships and trading processes. While the mutual exchange of electric energy has been a business activity between vertically integrated utilities for a long time, wholesale electricity trading in an open market onl...

Automated Trading is the activity of buying and selling financial instruments for the purpose of gaining a profit, through the use of automated trading rules. This work presents an evolutionary approach for the design and optimization of artificial neural networks to the discovery of profitable automated trading rules. Experimental results indicate that, despite its simplicity, both in terms of...

This paper presents a capacity trading method for two semiconductor fabs that have established a capacity-sharing partnership. A fab that is predicted to have insufficient capacity at some workstations in a short-term period (e.g. one week) could purchase tool capacity from its partner fab. The population of such a capacity-trading portfolio may be quite huge. The proposed method involves three...

The nature of investing in share markets is undergoing significant changes due to the growth in electronic or online trading. Online trading has meant increased trading by new types of traders, often relatively inexpert. This paper reports a study that investigated whether more active trading by novice traders, meaning reduced decision making time, was associated with lower trading performance....