The dynamic relationship between price and trading volume : evidence from Indian stock market
Year of publication: |
2009
|
---|---|
Authors: | Kumar, Brajesh ; Singh, Priyanka D. ; Pandey, Ajay |
Publisher: |
Ahmedabad : IIMA |
Subject: | Börsenkurs | Share price | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | ARCH-Modell | ARCH model | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | Dekompositionsverfahren | Decomposition method | Schätzung | Estimation | Indien | India | 2000-2008 |
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