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RELATIONSHIPS BETWEEN STOCK PRICE, TRADING VOLUME, AND BID-ASK SPREAD ON THE US STOCK EXCHANGE: AN EMPIRICAL INVESTIGATION

Morsheda Hassan et al.

Global Journal of Accounting and Finance2021https://doi.org/10.47177/gjaf.05.02.2021.020article
ABDC C
Weight
0.40

What the paper says

This study investigates the relationships between stock price, stock trading volume, and bid-ask spread for 45 firms on the US stock market. To study the nature, extent, and direction of these relationships, we used the Johansen co-integration test, the Vector Error Correction Model (VECM), and the Vector Autoregressive Model (VAR).

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https://doi.org/https://doi.org/10.47177/gjaf.05.02.2021.020

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@article{morsheda2021,
  title        = {{RELATIONSHIPS BETWEEN STOCK PRICE, TRADING VOLUME, AND BID-ASK SPREAD ON THE US STOCK EXCHANGE: AN EMPIRICAL INVESTIGATION}},
  author       = {Morsheda Hassan et al.},
  journal      = {Global Journal of Accounting and Finance},
  year         = {2021},
  doi          = {https://doi.org/https://doi.org/10.47177/gjaf.05.02.2021.020},
}

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RELATIONSHIPS BETWEEN STOCK PRICE, TRADING VOLUME, AND BID-ASK SPREAD ON THE US STOCK EXCHANGE: AN EMPIRICAL INVESTIGATION

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Evidence weight

0.40

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.15 × 0.4 = 0.06
M · momentum0.80 × 0.15 = 0.12
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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