Exploring the Relation between Realised Volatility and Trading Volume: Evidence from International Stock Market

Exploring the Relation between Realised Volatility and Trading Volume: Evidence from International Stock Market

Objective: The sequential information theory and mixed distribution hypothesis contends that there exists a bi-directional relation between realised volatility and trading volume. This position has led to the proposition that new information spreads sequentially and reaches market participants at va...

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Bibliografische gegevens
Hoofdauteur: Samuel Tabot Enow
Formaat: Artikel
Taal:English
Gepubliceerd in: Universitas Islam Nahdlatul Ulama Jepara 2023-12-01
Reeks:Journal of Management and Entrepreneurship Research
Onderwerpen:
granger causality test
mixed distribution hypothesis
realised volatility
sequential information theory
trading volume
Online toegang:https://journal.unisnu.ac.id/jmer/article/view/2023.12.04.2-40

Internet

https://journal.unisnu.ac.id/jmer/article/view/2023.12.04.2-40

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