stock exchange market. We analyze the impact of such halts on the main market factors: return, volatility and volume. Our …

The present study aims to examine the investor's perception on trading volume and stock return volatility in Indian … volatility. The main implication of this study is for the investors and portfolio managers, as a majority of the respondents show … strong willingness to use trading volume and stock return volatility as an informational tool. Therefore, this study suggests …

We investigate the impact of the French 2012 financial transaction tax on trading activity, volatility, and price … effects. In addition, we consider measures for long-run volatility and first-order autocorrelation that have not been explored … both in line with liquidity clientele effects. Finally, we find weak evidence for a persistent volatility reduction but no …

conditional volatility pattern of the Malaysian stock index over the period from 1994 to 2004. In an attempt to isolate the effect … the three sub periods and provide strong explanation for both return volatility pattern on Malaysian capital market. While … post crisis period only. While volume serves as mixture of distribution explaining return distribution and volatility …

We study the relationship between the volatility and the price of stocks and the impact that variables such as past … volatility, financial gearing, interest rates, stock return and turnover have on the present volatility of these securities. The … results show the persistent behavior of volatility and the relationship between interest rate and volatility. The results also …

tractable and qualitatively matches many of the empirical regularities in a stock price, its mean return, volatility, and … to a higher stock volatility and trading volume. We demonstrate that otherwise identical two-investor heterogeneous …

holy month for the Muslims, with the market return, volatility and trade volume in the of DSE. Applying GJR-GARCH (p … return and volatility. However, Ramadan has a significant negative impact on the daily trade volume of DSE. This is might be …