The dynamic relationship between trading volume, stock return, and volatility-domestic and cross-country: South Asian markets
This paper examines the contemporaneous and dynamic relationships among trading volumes, stock returns and return volatility for three emerging markets in Southeast Asia, which are Malaysia, Indonesia and Singapore. Tests on both intra-and inter-market relationships between the variables are c...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | en |
| Published: |
Finance, Accounting and Business Analysis
2019
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| Online Access: | http://psasir.upm.edu.my/id/eprint/82393/1/The%20dynamic%20relationship%20between%20trading%20volume%2C%20stock%20return%2C%20and%20volatility-domestic%20and%20cross-country%20South%20Asian%20markets.pdf http://psasir.upm.edu.my/id/eprint/82393/ https://faba.bg/index.php/faba/article/view/11/8 |
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http://psasir.upm.edu.my/id/eprint/82393/1/The%20dynamic%20relationship%20between%20trading%20volume%2C%20stock%20return%2C%20and%20volatility-domestic%20and%20cross-country%20South%20Asian%20markets.pdfhttp://psasir.upm.edu.my/id/eprint/82393/
https://faba.bg/index.php/faba/article/view/11/8