A Generalized Autoregressive Conditional Heteroskedasticity Examination of the Relationship between Trading Volume and Conditional Volatility in the Tunisian Stock Market: Evidence for the Information Flow Paradigm
This paper empirically examines the relationship between trading volume and conditional volatility of returns in the Tunisian Stock Market within the framework of the Mixture of Distribution Hypothesis (MDH) and the Sequential Information Arrival Hypothesis (SIAH). Through this study, we especially...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2015-06-01
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| Series: | International Journal of Economics and Financial Issues |
| Subjects: | |
| Online Access: | https://dergipark.org.tr/tr/pub/ijefi/issue/31969/352133?publisher=http-www-cag-edu-tr-ilhan-ozturk |