FUTURES PRICE AND TRADING VOLUME : EVIDENCE FROM MALAYSIA
This paper examines the long- and short-run dynamic causality between the futures price and trading volume in the Malaysian equity market. The data of futures price, trading volume and spot price are in daily frequency, spanning from 2006 to 2009. By using ARDL cointegration and VECM causality test...
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| Main Authors: | , |
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| 格式: | Article |
| 语言: | English |
| 出版: |
UUM PRESS
2011
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| 在线阅读: | http://ir.unimas.my/id/eprint/47770/1/25583.pdf http://ir.unimas.my/id/eprint/47770/ https://e-journal.uum.edu.my/index.php/mmj/article/view/8973/1740 |
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