The price-volume relationship of the Malaysian stock index futures market

The price-volume relationship of the Malaysian stock index futures market

The objective of this study is to determine the relationship and the causality between the price index and trading volume for both the spot and the next month contracts in the Malaysian stock index futures market and how that relationship changes over time. The daily data of the stock index futures...

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Bibliographic Details
Main Authors: McGowan, Carl B., Muhammad, Junaina
Format: Article
Language:English
Published: Academic and Business Research Institute 2011
Online Access:http://psasir.upm.edu.my/id/eprint/22845/
http://psasir.upm.edu.my/id/eprint/22845/1/The%20price-volume%20relationship%20of%20the%20Malaysian%20stock%20index%20futures%20market.pdf

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