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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| 格式: | Thesis |
| 语言: | eng eng |
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2016
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| 在线阅读: | https://etd.uum.edu.my/6090/1/s814273_01.pdf https://etd.uum.edu.my/6090/2/s814273_02.pdf |
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