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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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書誌詳細
主要な著者:	Abdul Karim, Bakri, Abdul Karim, Zulkefly
フォーマット:	論文
言語:	English
出版事項:	Universiti Utara Malaysia Press 2011
主題:	HG Finance
オンライン･アクセス:	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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