Related Books

The Empirical Relationship Between Trading Volume, Returns and Volatility
Language: en
Pages: 32
Authors: Timothy J. Brailsford
Categories: Stock exchanges
Type: BOOK - Published: 1994 - Publisher:

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Stock Market Dynamics
Language: en
Pages: 191
Authors: Robert Maria Margaretha Jozef Bauer
Categories:
Type: BOOK - Published: 1997 - Publisher:

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The Empirical Relationship between Stock Returns, Return Volatility and Trading Volume in the Brazilian Stock Market
Language: en
Pages: 14
Authors: Otavio Ribeiro de Medeiros
Categories:
Type: BOOK - Published: 2006 - Publisher:

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We investigate the empirical relationship between stock returns, return volatility and trading volume using data from the Brazilian stock market (Bovespa). Our
Noise Trading, Transaction Costs, and the Relationship of Stock Returns and Trading Volume
Language: en
Pages: 36
Authors: Mr.Charles Frederick Kramer
Categories: Business & Economics
Type: BOOK - Published: 1994-10-01 - Publisher: International Monetary Fund

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The relationship of stock returns and trading volume is the focus of much recent interest. I examine an economic model of a rational trader who operates in a ma
Trading Volume, Volatility and Return Dynamics
Language: en
Pages: 36
Authors: Leon Zolotoy
Categories:
Type: BOOK - Published: 2007 - Publisher:

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In this paper we study the dynamic relationship between trading volume, volatility, and stock returns at the international stock markets. First, we examine the