Event studies based on volatility of returns and trading volume: A review

Pradeep K. Yadav

The British Accounting Review, 1992, vol. 24, issue 2, 157-184

Abstract: The event study has been one of the most popular empirical research designs used in accounting and finance. This article reviews event studies based on volatility of returns and trading volume. The rationale for such studies is briefly examined and the salient methodological issues involved are outlined. The volume-volatility relationship, and its relevance in this regard, is also highlighted.

Date: 1992
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Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:bracre:v:24:y:1992:i:2:p:157-184

DOI: 10.1016/S0890-8389(05)80007-1

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