Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia

Anirut Pisedtasalasai () and Abeyratna Gunasekarage

Asia-Pacific Financial Markets, 2007, vol. 14, issue 4, pages 277-297

Keywords: Stock returns; Trading volume; Return volatility; VAR; EGARCH (search for similar items in EconPapers)

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