Changes in the dynamic relation between the prices and the trading volume from the Bucharest stock exchange

Dumitriu, Ramona and Stefanescu, Razvan and Nistor, Costel (2011): Changes in the dynamic relation between the prices and the trading volume from the Bucharest stock exchange. Published in: Proceedings of the 18th International Economic Conference – IECS 2011 “Crises after the crisis. Inquiries from a national, European and global perspective” Sibiu, Romania, May 19-20, 2011 , Vol. IV, (17 May 2011): pp. 218-227.

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.

• Item Type: MPRA Paper
• Language: English
• Keywords: Romanian Stock Exchange, Stock Index Volume, Trading Volume Causality
• Subjects: G - Financial Economics > G1 - General Financial Markets > G15 - International Financial Markets; G - Financial Economics > G1 - General Financial Markets > G10 - General

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