Mallikarjunappa T; Saldanha, Diana; Hawaldar, Iqbal Thonse - In: Journal of open innovation : technology, market, and … 10 (2024) 1, pp. 1-13
The dynamic relationship between stock returns and trading volumes is examined during normal and crisis periods by a combining the Bai-Perron structural break test with Granger Causality test. The daily price and volume data of 4 important indices and Nifty Fifty index based companies listed on...