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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 tests...

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書目詳細資料
Main Authors:	Abdul Karim, Bakri, Abdul Karim, Zulkefly
格式:	Article
語言:	English
出版:	Universiti Utara Malaysia Press 2011
主題:	HG Finance
在線閱讀:	https://repo.uum.edu.my/id/eprint/30527/1/MMJ%2015%2000%202011%2021-30.pdf https://repo.uum.edu.my/id/eprint/30527/
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