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 …

The objective of this article is to investigate the volatility asymmetry, volatility-volume relationship by considering …-GARCH models to examine the volatility pattern in the stock market. Second, both contemporaneous and lagged trading volumes are … augmented in the volatility model to empirically verify the validity of Mixture of Distribution Hypothesis (MDH) and Sequential …

contemporaneous negative relationship was found between volatility and volume changes highlighting that investors in India are risk …The study investigated one of the vital issues on market microstructure, the relationship between volatility, stock …’s fear gauge measure of VIX was used as a volatility variable. The asymmetric impact of returns was estimated on volume and …