Neural Networks and Rules-based Systems used to Find Rational and Scientific Correlations between being Here and Now with Afterlife Conditions
Neural Networks and Rules-based Systems used to Find Rational and
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This paper examine empirically variables that can be significantly correlated with inter- temporal changes of measures of the individual’s securities, for example: trading volumes, number of transactions, return, volatility, arrival of new information etc. Before a study of a sample of 40 quoted securities in Tunisian financial market, on the period of February 07, 2011 until January 31, 2013, results appear conclusive. First, as expected, depth has negative correlation with all spread measures. Besides, we observe perfect positive correlations between spread measures. This shows the validity of these liquidity measures on the Tunisian stock market. Furthermore, the results suggest that volume, return and arrival of new information contribute to explain significantly the inter-temporal changes of various measures of the securities liquidity. Finally, we can consider, probably, the arrival of new information as a common factor for the different liquidity measures for all stocks in our sample.
Tarek Bouchaddekh. 2015. \u201cMeasures, Determinants and Commonality in Liquidity: Empirical Tests on Tunisian Stock Market\u201d. Global Journal of Management and Business Research - D: Accounting & Auditing GJMBR-D Volume 14 (GJMBR Volume 14 Issue D5): .
Crossref Journal DOI 10.17406/GJMBR
Print ISSN 0975-5853
e-ISSN 2249-4588
The methods for personal identification and authentication are no exception.
Total Score: 102
Country: Tunisia
Subject: Global Journal of Management and Business Research - D: Accounting & Auditing
Authors: Tarek Bouchaddekh, Abdelfatteh Bouri (PhD/Dr. count: 0)
View Count (all-time): 146
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Publish Date: 2015 02, Tue
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Neural Networks and Rules-based Systems used to Find Rational and
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This paper examine empirically variables that can be significantly correlated with inter- temporal changes of measures of the individual’s securities, for example: trading volumes, number of transactions, return, volatility, arrival of new information etc. Before a study of a sample of 40 quoted securities in Tunisian financial market, on the period of February 07, 2011 until January 31, 2013, results appear conclusive. First, as expected, depth has negative correlation with all spread measures. Besides, we observe perfect positive correlations between spread measures. This shows the validity of these liquidity measures on the Tunisian stock market. Furthermore, the results suggest that volume, return and arrival of new information contribute to explain significantly the inter-temporal changes of various measures of the securities liquidity. Finally, we can consider, probably, the arrival of new information as a common factor for the different liquidity measures for all stocks in our sample.
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