Add to ORKGThe purpose of this research is to examine the causal and dynamic relationship among stock market, trading volume, and return volatility in South- East Asia market period of 2011-2014. This research employs Vector Auto- Regression (VAR) and E-GARCH model. The causal and dynamic relationship between stock return and trading volume analyzed using VAR model, whereas dynamic relationship between return volatility and trading volume analyzed using E-GARCH model. Result showed that Thailand market return have no impact to trading volume, and vice versa. There is causal effect in Malaysia and Vietnam market. Stock return does not have impact to trading volume, but trading volume does have impact to return in Philippines, and Indonesia. Al...
Value stocks have higher returns than growth stocks in Kuala Lumpur Composite Index from January 1, ...
[[abstract]]Recent empirical researches report that nonlinear dynamics is present in asset returns b...
Stock return volatility is a very interesting phenomenon because of its impact on global financial m...
The purpose of this research is to examine the causal and dynamic relationship among stock market, t...
This paper examines the contemporaneous and dynamic relationships among trading volumes, stock retur...
In this paper, we use Markov switching autoregressive model and bivariate VAR model to analyze the e...
The rate of information flow into the market in generating market volatility has been a much deba...
This research is aim to investigate the relationship between the stock return, trade volume and vola...
This paper investigates empirical contemporaneous and causal relationships between stock returns, tr...
Using daily data from 2004 to 2015, this paper attempts to examine the relationship between return, ...
Indonesia capital market is growing rapidly and dynamically, as well as it has an important role for...
This paper attempts to explore the relationships of return – trading volume and volatility – trading...
This paper examines the empirical relationship between return, volume and volatility dynamics of sto...
This paper attempts to explore the relationships of return – trading volume and volatility – trading...
Recently, Indonesia has been classified as a country with a large return in capital market over the ...
Value stocks have higher returns than growth stocks in Kuala Lumpur Composite Index from January 1, ...
[[abstract]]Recent empirical researches report that nonlinear dynamics is present in asset returns b...
Stock return volatility is a very interesting phenomenon because of its impact on global financial m...
The purpose of this research is to examine the causal and dynamic relationship among stock market, t...
This paper examines the contemporaneous and dynamic relationships among trading volumes, stock retur...
In this paper, we use Markov switching autoregressive model and bivariate VAR model to analyze the e...
The rate of information flow into the market in generating market volatility has been a much deba...
This research is aim to investigate the relationship between the stock return, trade volume and vola...
This paper investigates empirical contemporaneous and causal relationships between stock returns, tr...
Using daily data from 2004 to 2015, this paper attempts to examine the relationship between return, ...
Indonesia capital market is growing rapidly and dynamically, as well as it has an important role for...
This paper attempts to explore the relationships of return – trading volume and volatility – trading...
This paper examines the empirical relationship between return, volume and volatility dynamics of sto...
This paper attempts to explore the relationships of return – trading volume and volatility – trading...
Recently, Indonesia has been classified as a country with a large return in capital market over the ...
Value stocks have higher returns than growth stocks in Kuala Lumpur Composite Index from January 1, ...
[[abstract]]Recent empirical researches report that nonlinear dynamics is present in asset returns b...
Stock return volatility is a very interesting phenomenon because of its impact on global financial m...