The relationship between trading volume and market returns : a VAR/Granger causality testing approach in the context of Saudi Arabia
Year of publication: |
2022
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Authors: | Alhussayen, Hanan |
Published in: |
Organizations and markets in emerging economies. - Vilnius : Vilniaus Universiteto Leidykla, ISSN 2345-0037, ZDB-ID 2576493-7. - Vol. 13.2022, 1/25, p. 260-275
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Subject: | trading volume | market returns | Sequential Information Arrival Hypothesis (SIAH) | VAR | Granger causality | Kausalanalyse | Causality analysis | Handelsvolumen der Börse | Trading volume | Kapitaleinkommen | Capital income | Saudi-Arabien | Saudi Arabia | Schätzung | Estimation | Börsenkurs | Share price | Kointegration | Cointegration | VAR-Modell | VAR model |
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