<t>Hi all,Hopefully i am in the right forum posting this. I am in my final year of my Phd in Behavioral finance (Reactions to corporate disclosures, abnormal volume etc.). I hold a degree in Maths (with Aero eng elements) and an Msc in Financial Economics.I was browsing the jobs forum as well as dis...

<t>Hi allI am in the process of creating a dataset for a behavioral finance paper i am preparing.I need to get NYSE/AMEX Market Trading Volume on a daily and monthly basis (how many stocks were traded in NYSE/AMEX in total for the day/month)I also need NYSE/AMEX listed companies Market Values for ea...

<t>Ok here is the dealI am regressing abnormal volume (left handside) on Returns and some dummie variables (which interest me) like in the following equationABVi,t = aRi,t + bDummiesi= profit warning announcement for i company , t= time respective to the announcement.So i have a list of 3000 compani...

<t>Ok,So far i was running a simple cross sectional regression for this equation,I have read in some papers that Returns and Ab.Volume are positively correlated. But what i am concerned with not if they are correlated or not in general, but if one affects the other based on arrival of new informatio...

Thank you very much,is that the Durbin Watson test you are referring to?What is the 2SLS/IV?Again excuse my ignorance

<t>Hello all.I am in a real tight spot at the moment since i get information which at the moment i dont trust from my supervisor concerning the suitability of a model on profit warnings .I regress Abnormal volume, on returns plus some dummy variables that contain information about the nature of the ...

<t>Dear all,I am into an msc/phd project for behavioral finance,bounded rationality and learning expectations. I have on order Andrei Schleifer book of inefficient markets and i just found out a book by Goldberg&vonNitschz called Behavioral Finance. I would like to know if the Schleifer's book i...