The relationship between trading volume, returns and volatility in the Kuala Lumpur Stock Exchange

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The relationship between trading volume, returns and volatility in the Kuala Lumpur Stock Exchange

This paper presents an empirical analysis of the relationship between trading volume, returns and volatility on the Main Board of Kuala Lumpur Stock Exchange. The findings in this paper help to explain how returns are generated and the implications for inferring return behavior from trading volume d...

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Bibliographic Details
Main Authors:	Izani Ibrahim, Yaccob Othman
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2000
Online Access:	http://journalarticle.ukm.my/1742/ http://journalarticle.ukm.my/1742/1/1464-2747-1-SM.pdf

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