Trading volume and stock returns: A meta-analysis

J Bajzik - International Review of Financial Analysis, 2021 - Elsevier
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 …

[PDF][PDF] The relationship between stock return and trading volume in Malaysian ACE market

A Tapa, M Hussin - International Journal of Economics and Financial …, 2016 - dergipark.org.tr
The relationship between stock return and trading volume in Malaysian ACE market has
been analysed in this study. There are two objectives of conducting the analysis;(1) to …

[PDF][PDF] Trading volume and stock returns volatility: Evidence from industrial firms of Oman

H Al Samman, MK Al-Jafari - Asian Social Science, 2015 - epe.lac-bac.gc.ca
This study analyzes the relationship between trading volume and stock return volatility for
industrial firms listed on Muscat securities market. Several tests were utilized to include …

Analisis pengaruh inflasi, kurs, dan suku bunga terhadap pergerakan bersama return saham IHSG dan volume perdagangan periode Januari 2006–Desember 2015

ME Kristanto, I Idris - Diponegoro Journal of Management, 2016 - ejournal3.undip.ac.id
This study aimed to analyze the relationship between stock returns, trading volume and
macroeconomic variables such as inflation, exchange rates and interest rates. The …

[PDF][PDF] Empirical linkages between trading volume and stock markets shocks: When sentiments drive investors' behavior

A Dhaoui - Journal of Economic and Social Studies, 2015 - researchgate.net
In this paper, we examine the impact of investor psychological state on their trading volume
for the US stock market using a VECM model for the period from July 1987 to May 2014. We …

[PDF][PDF] The relationship between trading volumes and returns in the Nigerian stock market

AO Akpansung, MO Gidigbi - International Research Journal of …, 2015 - academia.edu
This study uses data from the Nigerian Stock Exchange to investigate the relationship
between trading volume and stock returns, being a contending area in the field of Financial …

Dynamic interactions between intraday returns and trading volume on the CSI 300 index futures: an application of an svar model

S Wang, G Li, J Wang - Mathematical Problems in Engineering, 2019 - Wiley Online Library
The results of data description using ten samples of high‐frequency data to describe the
intraday characteristics of the CSI 300 index futures show that there is no significant summit …

The Relationship Between Stock Return Volatility and Trading Volume in Amman Stock Exchange, Jordan

N Ibrahim Abu Aljarayesh, S Malahim… - … Journal of Business …, 2018 - papers.ssrn.com
The three main objectives of the study have accomplished by the analysis; is to examine the
relationship between stock return and trading volume in Jordan ASE market. Plus to …

Sensitivity of Indian Stock Market vis-à-vis Price Volume Relationship in the Backdrop of FII

S Bajaj - Asia-Pacific Journal of Management Research and …, 2014 - journals.sagepub.com
This study aims to examine the changes in the dynamic relationship between return
registered by stocks and trading volume because of the changes in the flow of Foreign …

The information flow interpretation of margin debt value data: Evidence from New York Stock Exchange

CW Senarathne - Applied Economics Journal, 2019 - ageconsearch.umn.edu
This paper examines the heteroscedasticity in NYSE Composite index returns using margin
debt value data from a sampling period of December 1996 to November 2017. Following …