Examining the relationship between stock return volatility and trading volume : new evidence from an emerging economy
Shekar Bose and Hafizur Rahman
| Year of publication: |
2015
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|---|---|
| Authors: | Bose, Shekar ; Rahman, Hafizur |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 16/18, p. 1899-1908
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| Subject: | stock return volatility | emerging economy | ARCH and GARCH effects | mixture of distributions hypothesis | trading volume | Volatilität | Volatility | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Schwellenländer | Emerging economies | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price | Schätzung | Estimation |