Investigation of Causal Relationship between Stock Prices and Trading Volume using Toda and Yamamoto Procedure
The present study probes the relationship between the stock prices and trading volume. For achieving this purpose, daily data of adjusted closing stock prices, trading volume of 39 individual securities and S&P CNX Nifty from January 1, 1998 to May 31, 2013 have been used. In this study, inst...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Ala-Too International University
2014-11-01
|
| Series: | Eurasian Journal of Business and Economics |
| Subjects: | |
| Online Access: | http://www.ejbe.org/EJBE2014Vol07No14p155BAJAJ-DUA.pdf |