The present study aims to examine the investor's perception on trading volume and stock return volatility in Indian stock market using a structured questionnaire. Statistical tools like factor analysis, ANOVA and Cronbach's alpha are used to analyze data with the help of SPSS. The main findings...

Understanding the irrational sentiments of the market participants is necessary for making good investment decisions. Despite the recent academic effort to examine the role of investors’ sentiments in market dynamics, there is a lack of consensus in delineating the structural aspect of market...