Return, volume and volatility relationship in the Indian stock market : pre- and post-automation analysis
Year of publication: |
2013
|
---|---|
Authors: | Mahajan, Sarika ; Singh, Balwinder |
Published in: |
Praj̄nȧn : journal of social and management sciences. - Pune : National Institute of Bank Management, ISSN 0970-8448, ZDB-ID 190581-8. - Vol. 41.2013, 4, p. 343-352
|
Subject: | Derivat | Derivative | Börsenkurs | Share price | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Indien | India | 1997-2006 |
-
Mahajan, Sarika, (2012)
-
Derivatives trading and the volume : volatility link in the Indian stock market
Bhaumik, Sumon Kumar, (2013)
-
Volatility-volume causality across single stock spot-futures markets in India
Jain, Anshul, (2016)
- More ...
-
Trading volume and return volatility dynamics in Indian stock market
Mahajan, Sarika, (2007)
-
Return, volume, and volatility analysis in Indian stock market
Mahajan, Sarika, (2008)
-
An empirical analysis of stock price-volume relationship in Indian stock market
Mahajan, Sarika, (2008)
- More ...