The empirical investigation of causal relationship between intraday return and volume in Indian stock market
Gurleen Sahota, Balwinder Singh
| Year of publication: |
Septemer 2016
|
|---|---|
| Authors: | Sahota, Gurleen ; Singh, Balwinder |
| Published in: |
Vision : the journal of business perspective. - Gurgaon, ISSN 0972-2629, ZDB-ID 2436323-6. - Vol. 20.2016, 3, p. 199-210
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| Subject: | High-frequency Data | Granger Causality and Vector Autoregression Test | Mixture of Distribution Hypothesis | Sequential Information Arrival Hypothesis | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Schätzung | Estimation | Indien | India | VAR-Modell | VAR model | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972262916651533 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011667354