Causal and dynamic relationships among stock returns, return volatility and trading volume: Evidence from emerging markets in South-East Asia (Q841839): Difference between revisions
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| Property / cites work: The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis / rank | |||
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| Property / cites work: The Price Variability-Volume Relationship on Speculative Markets / rank | |||
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Latest revision as of 00:14, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Causal and dynamic relationships among stock returns, return volatility and trading volume: Evidence from emerging markets in South-East Asia |
scientific article |
Statements
Causal and dynamic relationships among stock returns, return volatility and trading volume: Evidence from emerging markets in South-East Asia (English)
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18 September 2009
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stock returns
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trading volume
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Return volatility
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VAR
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EGARCH
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