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 intermarket relationships between the variables are conduct...

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Bibliographic Details
Main Author: M.R. Miseman
Format: Article
Language:English
Published: Public Finance Institute 2019-02-01
Series:Finance, Accounting and Business Analysis
Subjects:
Online Access:http://faba.bg/index.php/faba/article/view/11

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