Causal and dynamic relationships among stock returns, return volatility and trading volume: Evidence from emerging markets in South-East Asia (Q841839)
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scientific article; zbMATH DE number 5604977
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| English | Causal and dynamic relationships among stock returns, return volatility and trading volume: Evidence from emerging markets in South-East Asia |
scientific article; zbMATH DE number 5604977 |
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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0.8028087019920349
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0.7817575931549072
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0.7754590511322021
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0.7623912692070007
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0.7623912692070007
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