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

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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Bibliographic Details
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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