Dynamic relationship between trading volume, returns and returns volatility : an empirical investigation on the main African's stock markets
Daouda Lawa tan Toe, Salifou Ouedraogo
| Year of publication: |
2022
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| Authors: | TanToé, Daouda Lawa ; Ouedraogo, Salifou |
| Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 23.2022, 5, p. 429-444
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| Subject: | EGARCH model | Granger causality test | Trading volume | Volatility | Volatilität | Handelsvolumen der Börse | Kausalanalyse | Causality analysis | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Börsenkurs | Share price | Afrika | Africa | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-022-00274-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013392103