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The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence

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Author Info
Lee, Bong-Soo
Rui, Oliver M.

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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 26 (2002)
Issue (Month): 1 (January)
Pages: 51-78
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Handle: RePEc:eee:jbfina:v:26:y:2002:i:1:p:51-78

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  1. Anirut Pisedtasalasai & Abeyratna Gunasekarage, 2007. "Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia," Asia-Pacific Financial Markets, Springer, vol. 14(4), pages 277-297, December. [Downloadable!] (restricted)
  2. Shyh-Wei Chen, 2008. "Untangling the nexus of stock price and trading volume: evidence from the Chinese stock market," Economics Bulletin, Economics Bulletin, vol. 7(15), pages 1-16. [Downloadable!]
  3. J. Kim & A. Kartsaklas & M. Karanasos, 2005. "The volume–volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997," Asia-Pacific Financial Markets, Springer, vol. 12(3), pages 245-271, September. [Downloadable!] (restricted)
  4. Ping Wang & Peijie Wang & Aying Liu, 2005. "Stock return volatility and trading volume: evidence from the chinese stock market," Journal of Chinese Economic and Business Studies, Taylor and Francis Journals, vol. 3(1), pages 39-54, January. [Downloadable!] (restricted)
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This page was last updated on 2009-12-3.

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