Stock Price and Volume Relation in Emerging Markets
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- De Gooijer, Jan G. & Sivarajasingham, Selliah, 2008. "Parametric and nonparametric Granger causality testing: Linkages between international stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(11), pages 2547-2560.
- Weihong HUANG & Wanying Wang, 2012. "Price-Volume Relations in Financial Market," Economic Growth Centre Working Paper Series 1209, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- William T. Lin & Shih-Chuan Tsai & David S. Sun, 2012.
"Search Costs and Investor Trading Activity: Evidence from Limit Order Books,"
Emerging Markets Finance and Trade,
Taylor & Francis Journals, vol. 48(3), pages 4-30, May.
- Lin, William & Tsai, Shih-Chuan & Sun, David, 2010. "Search costs and investor trading activity: evidences from limit order book," MPRA Paper 37284, University Library of Munich, Germany, revised Aug 2011.
- Ling-Yun He & Sheng Yang & Wen-Si Xie & Zhi-Hong Han, 2014.
"Contemporaneous and Asymmetric Properties in the Price-Volume Relationships in China's Agricultural Futures Markets,"
Emerging Markets Finance and Trade,
Taylor & Francis Journals, vol. 50(S1), pages 148-166.
- Ling-Yun He & Sheng Yang & Wen-Si Xie & Zhi-Hong Han, 2014. "Contemporaneous and Asymmetric Properties in the Price-Volume Relationships in China's Agricultural Futures Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(1S), pages 148-166, January.
- 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;Japanese Association of Financial Economics and Engineering, vol. 14(4), pages 277-297, December.
- Selim Tuzunturk, 2009. "The relationship between volatility and volume on the Istanbul stock exchange," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, vol. 1(3), pages 289-304.
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KeywordsEastern Europe; Granger noncausality test; market turnover; stock prices; Toda; Yamamoto procedure; Turkey; volume;
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