The priceâ€“volume relationship in Gulf Cooperation Council stock markets
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KeywordsGARCH; generalised autoregressive conditional heteroskedasticity; Arab States; Gulf Cooperation Council; United Arab Emirates; UAE; Bahrain; Saudi Arabia; Kuwait; Qatar; Oman; Persian Gulf; stock exchanges; stock markets; Granger causality test; price volume relationships; VAR; vector autoregression; stock returns; trading volumes; market volatility; Abu Dhabi; Dubai; Muscat; Doha; large shocks; bad news; good news; lag volumes; positive impacts; economics; business research.;
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