using granger causality with the intent to find out if past movement in volumes in future market improves the return of … stationarity using Dickey- Fuller test and further causality has been examined. We report weak evidence of dynamic (causal …

Granger Causality test. Empirical results are mixed for different countries as expected because of differences in the …

causal inference and systematic sampling of stationary variables preserves the direction of causality. This paper examines … spurious causality. In particular, systematic sampling induces spurious bi-directional Granger causality among the variables if … the uni-directional causality runs from a non-stationary series to either a stationary or a non-stationary series. On the …