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The Effect of Earnings Volatility on Trading Activity in Emerging Markets: Evidence from Jordan for the period 2012-2021 | ||
| AL-Qadisiyah Journal For Administrative and Economic sciences | ||
| Volume 28, Issue 2, July 2026, Pages 74-90 PDF (1.17 M) | ||
| Document Type: Research Paper | ||
| DOI: 10.33916/qjae.2026.027490 | ||
| Author | ||
| hasan saud | ||
| University of Thi-Qar | ||
| Abstract | ||
| Purpose this paper examines earnings volatility and its impact on trading volume in Jordanian banks listed on Amman Stock Exchange from 2012 to 2021. Based on an annual panel of 12 banks, the research problem was whether the volatility of announced profits affects the trading activity of banks listed on the Amman Stock Exchange. The rolling standard deviation of return on assets is used to proxy earnings volatility and a composite index capturing market trading intensity as proxy for trading activity. Results reveal a positive and statistically significant association between earnings volatility and trading activity, which suggests that earnings instability affect the way investors interact with emerging markets. The study adds to the literature by highlighting the information and behavior function of earnings volatility and using trading-based metrics to rationalize market reactions in banking. | ||
| Keywords | ||
| Earnings volatility; trading activity; Jordanian banks; emerging markets; investor behavior | ||
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