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Causality and volatility in the firm level stock returns and volume in India : evidence from National Stock Exchange
Ahmad, Khan Masood; Ashraf, Shahid; Ahmed, Shahid - In: Finance India : the quarterly journal of Indian … 22 (2008) 1, pp. 99-115
Persistent link: https://www.econbiz.de/10003796215
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Testing weak form efficiency : firm level analysis at the National Stock Exchange
Ahmad, Khan Masood; Ashraf, Shahid; Ahmed, Shahid - In: The Indian economic journal 55 (2007) 2, pp. 162-176
Persistent link: https://www.econbiz.de/10003737323
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Is the Indian stock market integrated with the US and Japanese markets? : An empirical analysis
Ahmad, Khan Masood; Ashraf, Shahid; Ahmed, Shahid - In: South Asia economic journal : journal of the Institute … 6 (2005) 2, pp. 193-206
Persistent link: https://www.econbiz.de/10003227705
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Euro-currency market : structure and working
Ahmad, Khan Masood - 1992
Persistent link: https://www.econbiz.de/10000839636
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Structural changes in the international financial markets : implications for less developed countries
Ahmad, Khan Masood - In: Development issues of the Third World, (pp. 209-226). 1996
Persistent link: https://www.econbiz.de/10001300320
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Euro-dollar and US interest rates : an empirical investigation of causality
Ahmad, Khan Masood - In: Journal of quantitative economics : official journal of … 5 (1989) 2, pp. 345-360
Persistent link: https://www.econbiz.de/10001078607
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Uncertainty, resource use efficiency, and tenurial arrangements in Indian agriculture
Ahmad, Khan Masood - In: Indian journal of quantitative economics : an … 3 (1987) 1, pp. 52-66
Persistent link: https://www.econbiz.de/10001059808
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Lending decisions and spreads : the syndicated Euro-currency credit market
Ahmad, Khan Masood - In: Indian economic review : biannual journal of the Delhi … 24 (1989) 1, pp. 83-100
Persistent link: https://www.econbiz.de/10001070399
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Determination of the Euro-dollar interest rate
Ahmad, Khan Masood - In: Praj̄nȧn : journal of social and management sciences 18 (1989) 3, pp. 289-307
Persistent link: https://www.econbiz.de/10001091274
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Causality and Volatility in the Firm Level Stock Returns and Volume in India : Evidence from National Stock Exchange
Ahmad, Khan Masood - 2010
The present study has undertaken a comprehensive investigation of co-movement in stock returns and volume change using daily National Stock Exchange data for twenty-one listed firms from 1996 to 2005. It is observed that the direction of causality between stock returns and volume change vary...
Persistent link: https://www.econbiz.de/10013136263