The dynamic relationship between trading volume, stock return, and volatility-domestic and cross-country: South Asian markets

This paper examines the contemporaneous and dynamic relationships among trading volumes, stock returns and return volatility for three emerging markets in Southeast Asia, which are Malaysia, Indonesia and Singapore. Tests on both intra-and inter-market relationships between the variables are c...

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Main Authors: Miseman, M. R., Yahya, M. H., Mustafa, Hasri, Lee, Yok Yong
Format: Article
Language:English
Published: Finance, Accounting and Business Analysis 2019
Online Access:http://psasir.upm.edu.my/id/eprint/82393/
http://psasir.upm.edu.my/id/eprint/82393/1/The%20dynamic%20relationship%20between%20trading%20volume%2C%20stock%20return%2C%20and%20volatility-domestic%20and%20cross-country%20South%20Asian%20markets.pdf
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author Miseman, M. R.
Yahya, M. H.
Mustafa, Hasri
Lee, Yok Yong
author_facet Miseman, M. R.
Yahya, M. H.
Mustafa, Hasri
Lee, Yok Yong
author_sort Miseman, M. R.
building UPM Institutional Repository
collection Online Access
description This paper examines the contemporaneous and dynamic relationships among trading volumes, stock returns and return volatility for three emerging markets in Southeast Asia, which are Malaysia, Indonesia and Singapore. Tests on both intra-and inter-market relationships between the variables are conducted to determine whether they are interrelated within the same market and across the markets. The paper also applies GARCH technique to model the volatility of returns for the three stock markets of concern. The study finds strong evidence of asymmetry in the relationship between the stock returns and trading volume; whereby returns are significant in predicting their future dynamics, as well as, the trading volume. However, trading volume has a very limited power on the future dynamics of stock returns. The study also finds bidirectional causality between trading volume and volatility of returns in Malaysia and Singapore. In particular, Singapore market can be perceived as the focal stock exchange that has cross-market relationships with its other two neighbors.
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institution Universiti Putra Malaysia
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language English
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publisher Finance, Accounting and Business Analysis
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spelling upm-823932020-10-16T14:02:44Z http://psasir.upm.edu.my/id/eprint/82393/ The dynamic relationship between trading volume, stock return, and volatility-domestic and cross-country: South Asian markets Miseman, M. R. Yahya, M. H. Mustafa, Hasri Lee, Yok Yong This paper examines the contemporaneous and dynamic relationships among trading volumes, stock returns and return volatility for three emerging markets in Southeast Asia, which are Malaysia, Indonesia and Singapore. Tests on both intra-and inter-market relationships between the variables are conducted to determine whether they are interrelated within the same market and across the markets. The paper also applies GARCH technique to model the volatility of returns for the three stock markets of concern. The study finds strong evidence of asymmetry in the relationship between the stock returns and trading volume; whereby returns are significant in predicting their future dynamics, as well as, the trading volume. However, trading volume has a very limited power on the future dynamics of stock returns. The study also finds bidirectional causality between trading volume and volatility of returns in Malaysia and Singapore. In particular, Singapore market can be perceived as the focal stock exchange that has cross-market relationships with its other two neighbors. Finance, Accounting and Business Analysis 2019 Article PeerReviewed text en http://psasir.upm.edu.my/id/eprint/82393/1/The%20dynamic%20relationship%20between%20trading%20volume%2C%20stock%20return%2C%20and%20volatility-domestic%20and%20cross-country%20South%20Asian%20markets.pdf Miseman, M. R. and Yahya, M. H. and Mustafa, Hasri and Lee, Yok Yong (2019) The dynamic relationship between trading volume, stock return, and volatility-domestic and cross-country: South Asian markets. Finance, Accounting and Business Analysis, 1 (1). pp. 1-21. ISSN 2603-5324 https://faba.bg/index.php/faba/article/view/11/8
spellingShingle Miseman, M. R.
Yahya, M. H.
Mustafa, Hasri
Lee, Yok Yong
The dynamic relationship between trading volume, stock return, and volatility-domestic and cross-country: South Asian markets
title The dynamic relationship between trading volume, stock return, and volatility-domestic and cross-country: South Asian markets
title_full The dynamic relationship between trading volume, stock return, and volatility-domestic and cross-country: South Asian markets
title_fullStr The dynamic relationship between trading volume, stock return, and volatility-domestic and cross-country: South Asian markets
title_full_unstemmed The dynamic relationship between trading volume, stock return, and volatility-domestic and cross-country: South Asian markets
title_short The dynamic relationship between trading volume, stock return, and volatility-domestic and cross-country: South Asian markets
title_sort dynamic relationship between trading volume, stock return, and volatility-domestic and cross-country: south asian markets
url http://psasir.upm.edu.my/id/eprint/82393/
http://psasir.upm.edu.my/id/eprint/82393/
http://psasir.upm.edu.my/id/eprint/82393/1/The%20dynamic%20relationship%20between%20trading%20volume%2C%20stock%20return%2C%20and%20volatility-domestic%20and%20cross-country%20South%20Asian%20markets.pdf