The relationship between trading volume and shares price volatility / Norliana Abdul Jalil
Trading volume is the total quantity of share or contract of security that traded during a specified period. The share prices volatility and trading volume are two important key concepts in finance. Therefore, this study is conducted to examine the relationship between trading volume and shares pric...
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| Format: | Student Project |
| Language: | English |
| Published: |
2018
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| Online Access: | https://ir.uitm.edu.my/id/eprint/32360/ |
| _version_ | 1848808004199120896 |
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| author | Abdul Jalil, Norliana |
| author_facet | Abdul Jalil, Norliana |
| author_sort | Abdul Jalil, Norliana |
| building | UiTM Institutional Repository |
| collection | Online Access |
| description | Trading volume is the total quantity of share or contract of security that traded during a specified period. The share prices volatility and trading volume are two important key concepts in finance. Therefore, this study is conducted to examine the relationship between trading volume and shares price volatility by using the data from Malaysian Stock Market. The data are collected from the daily records of their respective Stock information which is taken from Eikon Thomson Reuters. The daily data taken from respective variable are annualized into 5 years from the period of year 2013 to 2017. The data on this study are analyse based on panel data analysis. The dependant variable used for this study is the share prices of several company from different sectors which are financial, technology, energy, and industrial. Meanwhile, the independent variable is the trading volume of each shares price of several company from different sectors. The method used to examine the relationship between trading volume and share price volatility is Ordinary Least Square method. The empirical result proves a positive relationship between dependant variable and independent variable included in this research. Thus, the objective is satisfied. |
| first_indexed | 2025-11-14T22:51:49Z |
| format | Student Project |
| id | uitm-32360 |
| institution | Universiti Teknologi MARA |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T22:51:49Z |
| publishDate | 2018 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | uitm-323602020-08-04T06:03:05Z https://ir.uitm.edu.my/id/eprint/32360/ The relationship between trading volume and shares price volatility / Norliana Abdul Jalil Abdul Jalil, Norliana Stock price indexes. Stock quotations Trading volume is the total quantity of share or contract of security that traded during a specified period. The share prices volatility and trading volume are two important key concepts in finance. Therefore, this study is conducted to examine the relationship between trading volume and shares price volatility by using the data from Malaysian Stock Market. The data are collected from the daily records of their respective Stock information which is taken from Eikon Thomson Reuters. The daily data taken from respective variable are annualized into 5 years from the period of year 2013 to 2017. The data on this study are analyse based on panel data analysis. The dependant variable used for this study is the share prices of several company from different sectors which are financial, technology, energy, and industrial. Meanwhile, the independent variable is the trading volume of each shares price of several company from different sectors. The method used to examine the relationship between trading volume and share price volatility is Ordinary Least Square method. The empirical result proves a positive relationship between dependant variable and independent variable included in this research. Thus, the objective is satisfied. 2018 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/32360/1/PPb_NORLIANA%20ABDUL%20JALIL%20BM%20J%2018_5.pdf Abdul Jalil, Norliana (2018) The relationship between trading volume and shares price volatility / Norliana Abdul Jalil. (2018) [Student Project] (Unpublished) |
| spellingShingle | Stock price indexes. Stock quotations Abdul Jalil, Norliana The relationship between trading volume and shares price volatility / Norliana Abdul Jalil |
| title | The relationship between trading volume and shares price volatility / Norliana Abdul Jalil |
| title_full | The relationship between trading volume and shares price volatility / Norliana Abdul Jalil |
| title_fullStr | The relationship between trading volume and shares price volatility / Norliana Abdul Jalil |
| title_full_unstemmed | The relationship between trading volume and shares price volatility / Norliana Abdul Jalil |
| title_short | The relationship between trading volume and shares price volatility / Norliana Abdul Jalil |
| title_sort | relationship between trading volume and shares price volatility / norliana abdul jalil |
| topic | Stock price indexes. Stock quotations |
| url | https://ir.uitm.edu.my/id/eprint/32360/ |