Trading Frequency and Information Efficiency: Theory and Evidence from US and Chinese Markets

2014 ◽  
Author(s):  
Feng Gao ◽  
Zoran Ivkovich ◽  
Sophia Zhengzi Li
Keyword(s):  
Information Efficiency ◽  
Trading Frequency ◽  
Efficiency Theory ◽  
Chinese Markets

PENGARUH FREKUENSI PERDAGANGAN PADA SEKTOR PROPERTY DAN REAL ESTATE TERHADAP HARGA SAHAM

2019 ◽  
Vol 7 (02) ◽  
pp. 51
Author(s):  
Adri Wihananto
Keyword(s):  
Real Estate ◽  
Stock Price ◽  
Stock Exchange ◽  
Stock Trading ◽  
Trading Frequency ◽  
Important Thing ◽  
Know How ◽  
Stock Value ◽  
Measuring Frequency ◽  
Case Based

Trading frequency can be said as the implementation from trader of commerce. This case based on positive or negative trader reaction given by trader information.  Stock trading in BEI always fluctuate with price of volume value and frequency particularly. Frequency itself shows the company  involved or not. In trading frequency, if the indicator frequency it self shown the higher point, it means better. In spite of the most important thing is how the fluctuation or value conversion itself. On the frequencies we also could see which stocks is interested by the investor. When trading frequency high, it  may be create sense of interest from investors.The aim of this research, in order to know how far the effect of trading frequency (X) with stock value (Y) using cover stock value. The information used is begin 2008 with sample from twelve property and real estate companies. According to the research can be conclude from twelve companies in Indonesia Stock Exchange in 2008, 75 % of trading frequency samples doesn’t have signification degree between trading frequency and stock value. This case can be explained count on smaller than t tableEvaluation of this research is the trading measuring frequency at property sector and real estate not influence to stock priceKeywords : Trading Frequency, Stock Price 

Uji Komparasi Abnormal Return, Trading Volume, Trading Frequency, Dan Bid-Ask Spread Sebelum Dan Sesudah Share Split

2016 ◽  
Vol 8 (2) ◽  
pp. 24-45
Author(s):  
Tania Hayu Safira ◽  
Febryanti Simon
Keyword(s):  
Abnormal Return ◽  
Trading Volume ◽  
Stock Exchange ◽  
Distributed Data ◽  
Trading Frequency ◽  
Bid Ask Spread ◽  
Analysis Technique ◽  
Before And After ◽  
Test Of Hypothesis ◽  
Kolmogorov Smirnov

This study is event study that was conduct to examine the differences of abnormal return, trading volume, trading frequency and bid-ask spread before and after the events of share split. The object of this research is the companies that did share split and listed in Indonesia Stock Exchange in 2008 - 2015. The samples are 30 companies chosen by purposive sampling method. The criteria are the company did not do corporate action right issue, pre-emptive rights, a share dividend and bonus shares in the same year with share split. Event window used in this study was 30 days consisting of 15 days before and 15 days after the share split. Data analysis technique begins with a test of normality using Kolmogorov – Smirnov and transform for unnormally distributed data. Then, test of hypothesis using Paired t – test to compare the differences before and after share split. The results of this study showed that volume trading activity and trading frequency had significant differences before and after the share split. While, variable abnormal return and bid-ask spread had not significant differences before and after the share split. Keywords: Abnormal return, bid-ask spread, share split, trading frequency, trading volume.

Trading Frequency and Fund Performance

2016 ◽  
Author(s):  
Jeffrey A. Busse ◽  
Lin Tong ◽  
Qing Tong ◽  
Zhe Zhang
Keyword(s):  
Fund Performance ◽  
Trading Frequency

scholarly journals Perceived Efficiency Outcomes, Sources and Awareness of Online Health Information among the Elderly during COVID-19

2021 ◽  
Vol 18 (15) ◽  
pp. 8121
Author(s):  
Gizell Green ◽  
Riki Tesler ◽  
Cochava Sharon
Keyword(s):  
Health Status ◽  
Health Information ◽  
The Elderly ◽  
Cross Sectional Study ◽  
Online Health Information ◽  
Online Information ◽  
Safety Skills ◽  
Cross Sectional ◽  
Information Efficiency ◽  
Online Sources

The Internet and social media are crucial platforms for health information. Factors such as the efficiency of online health information, the outcomes of seeking online health information and the awareness of reliable sources have become increasingly important for the elderly during the COVID-19 pandemic. This study aimed to examine differences between elderly individuals’ income above and below the average monthly wage in relation to their online health information efficiency and the outcomes of seeking online health information; to evaluate types of online information sources with online health information efficiency and the outcomes of seeking online health information; and to explore online health information efficiency as a mediator between health status and awareness of online sources. A cross-sectional study design was conducted with 336 elderly participants age 65 or older. The participants volunteered to complete a questionnaire. No differences were found between the two groups regarding efficiency in retrieving health information from official online health sites and Google. Perceived efficiency mediated health status and awareness of online sources. In these challenging times, it is important to provide a tailor-made education strategy plan for reliable sources of online health information for the elderly, in order to enhance their technology safety skills. It is also important to explore other mediating variables between health status and awareness of online sources.

scholarly journals 4D BIM for Construction Logistics Management

CivilEng ◽  
2021 ◽  
Vol 2 (2) ◽  
pp. 325-348
Author(s):  
Kane Whitlock ◽  
Fonbeyin Henry Abanda ◽  
Marcelline Blanche Manjia ◽  
Chrispin Pettang ◽  
George Elambo Nkeng
Keyword(s):  
Three Dimensional ◽  
Qualitative Interview ◽  
Logistics Management ◽  
Project Delivery ◽  
Building Information Modelling ◽  
Layout Planning ◽  
Information Efficiency ◽  
Site Layout ◽  
Building Information ◽  
Common User

This study presents an investigation into the extent to which emerging building information modelling (BIM) can be applied to construction logistics management (CLM). Given the specialist nature of the domains, the study employed an in-depth qualitative interview, whereby six experts were interrogated about their experiences of BIM for CLM. The study found the main applications of BIM on CLM to be the creation of three-dimensional (3D) site layout plans and four-dimensional (4D) coordination of site processes and common user plant, updating the 4D logistics plan as the project progressed and collaboration in BIM-based logistics coordination. Furthermore, there was a consensus amongst interviewees on improvement in site safety, comprehension of logistics information, efficiency on site, and effectiveness of layout planning as the main benefits. Lastly, the lack of training with implications on understanding was one of the main barriers to applying BIM to CLM. The findings from this study have the potential to stimulate the uptake of BIM by construction logistics practitioners. By so doing, the performance construction project delivery can be improved, and waste can be minimised or eliminated.

scholarly journals Financial Contagion: A Tale of Three Bubbles

2021 ◽  
Vol 14 (5) ◽  
pp. 229
Author(s):  
Nathan Burks ◽  
Adetokunbo Fadahunsi ◽  
Ann Marie Hibbert
Keyword(s):  
Spillover Effects ◽  
Financial Contagion ◽  
Housing Crisis ◽  
Market Anomalies ◽  
Volatility Clustering ◽  
Asset Bubbles ◽  
Potential Benefits ◽  
Chinese Markets ◽  
Composite Indexes ◽  
Robust Evidence

The primary purpose of the study is to identify and measure the properties of asset bubbles, volatility clustering, and financial contagion during three recent financial market anomalies that originated in the U.S. and Chinese markets. In particular, we focus on the 2000 DotCom Bubble, the 2008 Housing Crisis, and the 2015 Chinese Bubble. We employ three main empirical methods; the LPPL model to identify asset bubbles, the DCC-GARCH model to measure volatility clustering, and the Diebold-Yilmaz volatility spillover index to measure the level of financial contagion. We provide robust evidence that during the DotCom bubble there was very limited spillover between the S&P 500, the Shanghai, and the Shenzhen Composite Indexes. However, there was significantly more spillover effects in the two more recent crises, i.e., the Housing crisis and the 2015 Chinese Bubble. Together, these results highlight the fact that as financial markets have become more globalized, there are greater levels of volatility transmission and correspondingly fewer potential benefits from international diversification.

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