Electronic Resource
Springer
Asia Pacific journal of management
7 (1990), S. 25-42
ISSN:
1572-9958
Source:
Springer Online Journal Archives 1860-2000
Topics:
Economics
Notes:
Abstract Studies on the relationship between price changes and trading volume can provide insight into the structure of the financial market. In this paper, we will study the above topic and concentrate on the stock market of Hong Kong. The correlation between price changes and trading volume as well as that between the magnitude of price changes and trading volume will be examined. We will also check the asymmetry of the price changes and volume relationship. Moreover, we will investigate the relationship between the variance of return and trading volume. Finally, the Granger causality test of price changes and volume will be performed.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01951477
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