Granger-couse effect on trading volume and stock return volatility: evidence from Malaysian ACE market

Granger-couse effect on trading volume and stock return volatility: evidence from Malaysian ACE market

This study analyzes the relationship between trading volume and stock return in Malaysian ACE market for the period of August, 2009 to December, 2015. Several tests were utilized; multivariate time series regression model; Brailsford model; VAR analysis, and; Granger-cause test. The empirical result...

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書目詳細資料
主要作者:	Maziah, Husin
格式:	Thesis
語言:	eng eng
出版:	2016
主題:	HG Finance
在線閱讀:	https://etd.uum.edu.my/6090/1/s814273_01.pdf https://etd.uum.edu.my/6090/2/s814273_02.pdf
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