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Investors’ Perceptions on Trading Volume and Stock Return Volatility in Indian Stock Market

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  • Mahender
  • Shalini Aggarwal
  • H L Verma

Abstract

The present study aims to examine the investor’s perception on trading volume and stock return volatility in Indian stock market using a structured questionnaire. Statistical tools like factor analysis, ANOVA and Cronbach’s alpha are used to analyze data with the help of SPSS. The main findings show that out of the nine dimensions determined, on the basis of age, there is a significant difference in the response of the respondents in the case of tactics. On the basis of education, there is a significant difference in the response of the respondents in the case of cause-effect relationship and risk management. In all demographic profiles, there is no significant difference in trading volume and stock return volatility. The main implication of this study is for the investors and portfolio managers, as a majority of the respondents show strong willingness to use trading volume and stock return volatility as an informational tool. Therefore, this study suggests that a new approach to investment ought to be evolved which should aim at using trading volume and stock return volatility as information indicators.

Suggested Citation

  • Mahender & Shalini Aggarwal & H L Verma, 2014. "Investors’ Perceptions on Trading Volume and Stock Return Volatility in Indian Stock Market," The IUP Journal of Applied Economics, IUP Publications, vol. 0(4), pages 52-73, October.
    • Handle: RePEc:icf:icfjae:v:13:y:2014:i:4:p:52-73
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