This paper investigates the causal relations between stock return and volume based on
quantile regressions. We first define Granger non-causality in all quantiles and propose …

Understanding the dynamics of cryptocurrency markets during financial crises such as the
recent one caused by the COVID-19 pandemic is crucial for policy makers and investors. In …

I examine 468 estimates on the relationship between trading volume and stock returns
reported in 44 studies. I study publication bias together with Bayesian and frequentist model …

This paper examines the empirical relationship between return, volume and volatility
dynamics of stock market by using daily data of the Sensitive Index (SENSEX) during the …

This paper examines the empirical relationship (contemporaneous and causal) between
volume and return, and volume and volatility in the light of competing hypothesis about …

This paper undertakes tests for market efficiency of three UK financial futures contracts:
FTSE100 futures (stock index futures), Long Gilt (bond futures), Short Sterling (interest rate …

By applying two nonlinear Granger causality testing methods and rolling window strategy to
explore the relationship between speculative activities and crude oil prices, the …

The present article examines the impact of rolling settlement on contemporaneous and
causal relationships between return, volume and volatility in Indian stock market using daily …

Purpose The purpose of this paper is to examine the relationship between closing prices
and trading volume in the livestock futures markets of lean hogs, live cattle and feeder cattle …

This study investigates the relationship between daily returns and trading volume for 30
stocks included in the Istanbul Stock Exchange National-30 index. Study findings reveal that …