The relationship between trading volume, returns and volatility in the Kuala Lumpur Stock Exchange
This paper presents an empirical analysis of the relationship between trading volume, returns and volatility on the Main Board of Kuala Lumpur Stock Exchange. The findings in this paper help to explain how returns are generated and the implications for inferring return behavior from trading volume d...
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Main Authors: | Izani Ibrahim,, Yaccob Othman, |
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Format: | Article |
Language: | English |
Published: |
Penerbit Universiti Kebangsaan Malaysia
2000
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Online Access: | http://journalarticle.ukm.my/1742/1/1464-2747-1-SM.pdf http://journalarticle.ukm.my/1742/ http://www.ukm.my/penerbit/jurus.htm |
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