The price-volume relationship of the Malaysian stock index futures market
The objective of this study is to determine the relationship and the causality between the price index and trading volume for both the spot and the next month contracts in the Malaysian stock index futures market and how that relationship changes over time. The daily data of the stock index futures...
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Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Academic and Business Research Institute
2011
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Online Access: | http://psasir.upm.edu.my/id/eprint/22845/1/The%20price-volume%20relationship%20of%20the%20Malaysian%20stock%20index%20futures%20market.pdf http://psasir.upm.edu.my/id/eprint/22845/ http://www.aabri.com/manuscripts/11887.pdf |
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