Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia
| Year of publication: |
2007
|
|---|---|
| Authors: | Pisedtasalasai, Anirut ; Gunasekarage, Abeyratna |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 14.2007, 4, p. 277-297
|
| Publisher: |
Springer |
| Subject: | Stock returns | Trading volume | Return volatility | VAR | EGARCH |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005547709