Add to ORKGUsing daily data from 2004 to 2015, this paper attempts to examine the relationship between return, volume and volatility in the Thai stock market. The main findings are that trading volume plays a dominant role in the dynamic relationships. Specifically, trading volume causes both return and return volatility when the US subprime crisis is taken into account. The results may give understanding on how investors make their trading decisions that can affect portfolio adjustment
This paper investigates empirical contemporaneous and causal relationships between stock returns, tr...
Trading volume is one of the most favored proxies for information arrivals. This study investigated...
Indonesia capital market is growing rapidly and dynamically, as well as it has an important role for...
Using daily data from 2004 to 2015, this paper attempts to examine the relationship between return, ...
This paper attempts to explore the relationships of return – trading volume and volatility – trading...
This paper attempts to explore the relationships of return – trading volume and volatility – trading...
This study employs the daily data of the Stock Exchange of Thailand to test for the leverage and vol...
The rate of information flow into the market in generating market volatility has been a much deba...
In this paper we study the dynamic relationship between trading volume, volatility, and stock return...
This paper investigates whether the empirical linkages between stock returns and trading volume diff...
This article focuses on the experiment about the causality relationship between the stock returns an...
This paper examines the dynamic relations - causal relations and the sign and magnitude of dynamic e...
This paper examines the contemporaneous and dynamic relationships among trading volumes, stock retur...
This paper examines the empirical relationship between return, volume and volatility dynamics of sto...
We find that trading volume not only contributes positively to the contemporaneous volatility, as in...
This paper investigates empirical contemporaneous and causal relationships between stock returns, tr...
Trading volume is one of the most favored proxies for information arrivals. This study investigated...
Indonesia capital market is growing rapidly and dynamically, as well as it has an important role for...
Using daily data from 2004 to 2015, this paper attempts to examine the relationship between return, ...
This paper attempts to explore the relationships of return – trading volume and volatility – trading...
This paper attempts to explore the relationships of return – trading volume and volatility – trading...
This study employs the daily data of the Stock Exchange of Thailand to test for the leverage and vol...
The rate of information flow into the market in generating market volatility has been a much deba...
In this paper we study the dynamic relationship between trading volume, volatility, and stock return...
This paper investigates whether the empirical linkages between stock returns and trading volume diff...
This article focuses on the experiment about the causality relationship between the stock returns an...
This paper examines the dynamic relations - causal relations and the sign and magnitude of dynamic e...
This paper examines the contemporaneous and dynamic relationships among trading volumes, stock retur...
This paper examines the empirical relationship between return, volume and volatility dynamics of sto...
We find that trading volume not only contributes positively to the contemporaneous volatility, as in...
This paper investigates empirical contemporaneous and causal relationships between stock returns, tr...
Trading volume is one of the most favored proxies for information arrivals. This study investigated...
Indonesia capital market is growing rapidly and dynamically, as well as it has an important role for...