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The Dynamic Relationship between Price and Trading Volume: Evidence from Indian Stock Market
Kumar, Brajesh; Singh, Priyanka; Pandey, Ajay - eSocialSciences - 2010
This study investigates the nature of relationship between price and trading volume for 50 Indian stocks. Firstly the contemporaneous and asymmetric relation between price and volume are examined. Then the dynamic relation between returns and volume using VAR, Granger causality, variance...
Persistent link: https://www.econbiz.de/10008543098
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Price Volatility, Trading Volume and Open Interest : Evidence from Indian Commodity Futures Markets
Kumar, Brajesh - 2012
Persistent link: https://www.econbiz.de/10013115808
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The Dynamic Relationship between Price and Trading Volume : Evidence from Indian Stock Market
Kumar, Brajesh - 2010
This study investigates the nature of relationship between price and trading volume for 50 Indian stocks. Firstly the contemporaneous and asymmetric relation between price and volume are examined. Then we examine the dynamic relation between returns and volume using VAR, Granger causality,...
Persistent link: https://www.econbiz.de/10013149666
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Price impact of block trades and price behaviour surrounding block trades in Indian capital market
Agarwalla, Sobhesh Kumar; Pandey, Ajay - 2010
Persistent link: https://www.econbiz.de/10008660452
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Price and volatility spillovers across North American, European and Asian stock markets
Singh, Priyanka D.; Kumar, Brajesh; Pandey, Ajay - In: International review of financial analysis 19 (2010) 1, pp. 55-64
Persistent link: https://www.econbiz.de/10008668720
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Expiration-day effects and the impact of short trading breaks on intraday volatility : evidence from the Indian market
Agarwalla, Sobhesh Kumar; Pandey, Ajay - In: The journal of futures markets 33 (2013) 11, pp. 1046-1070
Persistent link: https://www.econbiz.de/10010255103
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The dynamic relationship between price and trading volume : evidence from Indian stock market
Kumar, Brajesh; Singh, Priyanka D.; Pandey, Ajay - 2009
Persistent link: https://www.econbiz.de/10003913882
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International linkage of the Indian commodity futures markets
Kumar, Brajesh; Pandey, Ajay - In: Modern economy 2 (2011) 3, pp. 213-227
Persistent link: https://www.econbiz.de/10009532440
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Price and volatility spillovers across North American, European and Asian stock markets : with special focus on Indian stock market
Singh, Priyanka D. (contributor); Kumar, Brajesh (contributor) - 2008
Persistent link: https://www.econbiz.de/10003791262