The Investigation of Price-Volume Relationship in Stock Market：Comparison with Ten Countries
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 91 === This article examines the relationship of daily stock returns and volume of ten countries. By applying Nelson’s bivariate EGARCH-M model, we explore the volatility spillovers between stock returns and volume. The empirical result shows there is causality betwe...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/68004664043093387325 |