The Empirical Investigation of Relationship between Return, Volume and Volatility Dynamics in Indian Stock Market
This paper examines the empirical relationship between return, volume and volatility dynamics of stock market by using daily data of the Sensitive Index (SENSEX) during the period from October 1996 to March 2006. The empirical analysis provides evidence of positive and significant correlation betwe...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Ala-Too International University
2009-11-01
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| Series: | Eurasian Journal of Business and Economics |
| Subjects: | |
| Online Access: | http://www.ejbe.org/EJBE2009Vol02No04p113MAHAJAN-SINGH.pdf |