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Dynamic relationship between trading volume, returns and returns volatility: an empirical investigation on the main African’s stock markets

In this empirical investigation, we examine the relationship between trading volume, return and volatility for eleven African Stock Exchanges. This study covers the period from September 24, 2010 to September 24, 2020, i.e., a total of 3037 daily observations per country. The relationship between tr...

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Detalles Bibliográficos
Autores principales: Toe, Daouda Lawa tan, Ouedraogo, Salifou
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Palgrave Macmillan UK 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9332039/
http://dx.doi.org/10.1057/s41260-022-00274-0