Book of Donmon Teith

The second essay examines the relationship between abnormal changes in trading volume of both firms and portfolio levels, and the short-term price autoregressiv

Study of stock market volatility has been the focus of financial economics. Modelling stock market volatility has great contributions to make in the areas of po

This dissertation investigates the long run and short run relationships between Saudi stock market returns and eight macroeconomic variables. We investigate the