Abnormal trading volume and autoregressive behavior in weekly stock returns in the Saudi stock market

Emerging Markets Review

Volumn 10, Issue 3, 2009, Pages 207-225

  Alsubaie, Abdullah ^a   Najand, Mohammad ^b  

^a INSTITUTE OF PUBLIC ADMINISTRATION   (Saudi Arabia)

^b OLD DOMINION UNIVERSITY   (United States)

Author keywords

Liquidity traders; MRTO; Saudi stock market (SSM); Trading volume

Indexed keywords

EID: 69049101005     PISSN: 15660141     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ememar.2009.06.001     Document Type: Article

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