Causal and dynamic relationships among stock returns, return volatility and trading volume: Evidence from emerging markets in South-East Asia

Asia-Pacific Financial Markets

Volumn 14, Issue 4, 2007, Pages 277-297

  Pisedtasalasai, Anirut ^a   Gunasekarage, Abeyratna ^b  

^a CHULALONGKORN UNIVERSITY   (Thailand)

^b UNIVERSITY OF CANTERBURY   (New Zealand)

Author keywords

EGARCH; Return volatility; Stock returns; Trading volume; VAR

Indexed keywords

EID: 77955763390     PISSN: 13872834     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10690-008-9063-3     Document Type: Article

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